Related papers: On large deviations for combinatorial sums
Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated , in particular when X 1 is not…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
We obtain error rates for large deviations of sums of i.i.d. random variables in, a particular case, of the domain of a non-symmetric infinite mean $\alpha=1$-stable law. The focus of this work is on the method of proof via analytic…
We present a technique to study normalizing strategies when termination is asymptotic, that is, it appears as a limit, as opposite to reaching a normal form in a finite number of steps. Asymptotic termination occurs in several settings,…
Let $\eta_1$, $\eta_2,\ldots$ be independent copies of a random variable $\eta$ with zero mean and finite variance which is bounded from the right, that is, $\eta\leq b$ almost surely for some $b>0$. Considering different types of the…
A variety of estimators for the parameters of the Generalized Pareto distribution, the approximating distribution for excesses over a high threshold, have been proposed, always assuming the underlying data to be independent. We recently…
A sum rule is an identity connecting the entropy of a measure with coefficients involved in the construction of its orthogonal polynomials (Jacobi coefficients). Our paper is an extension of Gamboa, Nagel and Rouault (2016), where we have…
In this note we prove bounds on the upper and lower probability tails of sums of independent geometric or exponentially distributed random variables. We also prove negative results showing that our established tail bounds are asymptotically…
Condensation phenomena are ubiquitous in nature and are found in condensed matter, disordered systems, networks, finance, etc. In the present work we investigate one of the best frameworks in which condensation phenomena take place, namely,…
We study the asymptotic behaviour of solutions of Forward Backward Stochastic Differential Equations in the coupled case, when the diffusion coefficient of the forward equation is multiplicatively perturbed by a small parameter that…
Classical sum rules arise in a wide variety of physical contexts. Asymptotic expressions have been derived for many of these sum rules in the limit of long orbital period (or large action). Although sum rule convergence may well be…
We suggest approximating the distribution of the sum of independent and identically distributed random variables with a Pareto-like tail by combining extreme value approximations for the largest summands with a normal approximation for the…
We give explicit bounds for the tail probabilities for sums of independent geometric or exponential variables, possibly with different parameters.
Exponential distributions appear in a wide range of applications including chemistry, nuclear physics, time series analyses, and stock market trends. There are conceivable circumstances in which one would be interested in the cumulative…
We study the asymptotic behavior of the sums of divisors when the integers are modelled with the Bernoulli random walk; We prealably study the correlation properties of the corresponding system.
In this paper, we study the fluctuations of sums of random variables with distribution defined as a mixture of light-tail and truncated heavy-tail distributions. We focus on the case when both the mixing coefficient and the truncation level…
We study the tail asymptotics of the sum of two heavy-tailed random variables. The dependence structure is modeled by copulas with the so-called tail order property. Examples are presented to illustrate the approach. Further for each…
We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…
A sum of observations derived by a simple random sampling design from a population of independent random variables is studied. A procedure finding a general term of Edgeworth asymptotic expansion is presented. The Lindeberg condition of…
We consider dynamical systems on a finite measure space fulfilling a spectral gap property and Birkhoff sums of a non-negative, non-integrable observable. For such systems we generalize strong laws of large numbers for intermediately…