Related papers: On the Leibniz rule for random variables
In this paper we use probabilistic methods to derive some results on the generalized Bernoulli and generalized Euler polynomials. Our approach is based on the properties of Appell polynomials associated with uniformly distributed and…
Let $P(z)$ be a polynomial of degree $n,$ then it is known that for $\alpha\in\mathbb{C}$ with $|\alpha|\leq \frac{n}{2},$ \begin{align*} \underset{|z|=1}{\max}|\left|zP^{\prime}(z)-\alpha P(z)\right|\leq…
We study the $L_p$-discrepancy of random point sets in high dimensions, with emphasis on small values of $p$. Although the classical $L_p$-discrepancy suffers from the curse of dimensionality for all $p \in (1,\infty)$, the gap between…
This paper introduces the notion of probabilistic zero bounds for random polynomials. It presents new results regarding the probabilistic bounds of random polynomials whose coefficients are independently and identically distributed as…
In this note, we study a class of random subsets of positive integers induced by Bernoulli random variables. We obtain sufficient conditions such that the random set is almost surely lacunary, does not have bounded gaps and contains…
The algorithmic theory of randomness is well developed when the underlying space is the set of finite or infinite sequences and the underlying probability distribution is the uniform distribution or a computable distribution. These…
Given a normalized Orlicz function $M$ we provide an easy formula for a distribution such that, if $X$ is a random variable distributed accordingly and $X_1,...,X_n$ are independent copies of $X$, then the expected value of the p-norm of…
We present some results concerning the $l^p$ norms of weighted mean matrices. These results can be regarded as analogues to a result of Bennett concerning weighted Carleman's inequalities.
We study the analytical properties of the Laplace transform of the lognormal distribution. Two integral expressions for the analytic continuation of the Laplace transform of the lognormal distribution are provided, one of which takes the…
A zero-one law of Engelbert--Schmidt type is proven for the norm process of a transient random walk. An invariance principle for random walk local times and a limit version of Jeulin's lemma play key roles.
Let S_n=X_1+...+X_n be a sum of independent symmetric random variables such that |X_{i}|\leq 1. Denote by W_n=\epsilon_{1}+...+\epsilon_{n} a sum of independent random variables such that \prob{\eps_i = \pm 1} = 1/2. We prove that…
We study the interaction between polynomial space randomness and a fundamental result of analysis, the Lebesgue differentiation theorem. We generalize Ko's framework for polynomial space computability in $\mathbb{R}^n$ to define…
In this paper we consider some possible approaches to the proof of the Riemann Hypothesis using the Li criterion.
We prove $L^p$ quantitative differentiability estimates for functions defined on uniformly rectifiable subsets of the Euclidean space. More precisely, we show that a Dorronsoro-type theorem holds in this context: the $L^p$ norm of the…
In this paper, we develop a general theory on the coverage probability of random intervals defined in terms of discrete random variables with continuous parameter spaces. The theory shows that the minimum coverage probabilities of random…
The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process with respect to a Brownian motion $B_t$, $$ X^\eps_t=x_0+\int_0^tb(X^\eps_s)ds+ \eps\int_0^t\sigma(X^\eps_s)dB_s, $$ where $b(x)$ and $\sigma(x)$ are are…
We continue the study of the fine properties of sets having locally finite distributional fractional perimeter. We refine the characterization of their blow-ups and prove a Leibniz rule for the intersection of sets with locally finite…
The well-known Leibniz theorem (Leibniz Criterion or alternating series test) of convergence of alternating series is generalized for the case when the absolute value of terms of series are "not absolutely monotonously" convergent to zero.…
This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…
The strong law of large numbers for linear combinations of functions of order statistics ($L$-statistics) based on weakly dependent random variables is proven. We also establish the Glivenko--Cantelli theorem for $\phi$-mixing sequences of…