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Related papers: On large deviations for combinatorial sums

200 papers

We discuss the asymptotic behaviour of models of lattice polygons, mainly on the square lattice. In particular, we focus on limiting area laws in the uniform perimeter ensemble where, for fixed perimeter, each polygon of a given area occurs…

Mathematical Physics · Physics 2014-12-22 Christoph Richard

In this paper, we establish a new law of large numbers with the rate of convergence for special partial sums in a probability space. The proof relies on nonlinear expectation theory, as the uncertainty of random variables in the special…

Information Theory · Computer Science 2026-03-25 Jialiang Fu , Wen-Xuan Lang

For a stochastic difference equation $D_n=A_nD_{n-1}+B_n$ which stabilises upon time we study tail distribution asymptotics of $D_n$ under the assumption that the distribution of $\log(1+|A_1|+|B_1|)$ is heavy-tailed, that is, all its…

Probability · Mathematics 2020-07-28 Dmitry Korshunov

We study large deviation probabilities for a sum of dependent random variables from a heavy-tailed factor model, assuming that the components are regularly varying. We identify conditions where both the factor and the idiosyncratic terms…

Probability · Mathematics 2007-12-05 Boualem Djehiche , Jens Svensson

We consider the continued fraction digits as random variables measured with respect to Lebesgue measure. The logarithmically scaled and normalized fluctuation process of the digit sums converges strongly distributional to a random variable…

Number Theory · Mathematics 2010-12-24 Marc Kesseböhmer , Mehdi Slassi

Summation arithmetic functions with asymptotically independent terms are studied in the paper, the limit of which is the law of normal distribution. Assertions about the asymptotic behavior of the indicated functions are proved.

Number Theory · Mathematics 2019-04-17 Victor Volfson

In this paper we study precise large deviations for the partial sums of a stationary sequence with a subexponential marginal distribution. Our main focus is on distributions which either have a regularly varying or a lognormal-type tail. We…

Probability · Mathematics 2020-09-15 Thomas Mikosch , Igor Rodionov

Let $Y=\sum_{k\ge 1} 1_{A_k}$ be an infinite sum of the indicators of independent events. We investigate a precise (as opposed to logarithmic) first-order asymptotic behavior of the tail probabilities $\mathbb{P}\{Y\ge n\}$ and the point…

Probability · Mathematics 2026-02-10 Alexander Iksanov , Valeriya Kotelnikova

We consider two independent random variables with the given tail asymptotic (e.g. power or exponential). We find tail asymptotic for their sum and product. This is done by some cumbersome but purely technical computations and requires the…

Probability · Mathematics 2013-05-09 Andrey Sarantsev

We study the tail behavior of the distribution of the sum of asymptotically independent risks whose marginal distributions belong to the maximal domain of attraction of the Gumbel distribution. We impose conditions on the distribution of…

Probability · Mathematics 2009-06-29 Abhimanyu Mitra , Sidney I. Resnick

We study large deviation asymptotics for processes defined in terms of continued fraction digits. We use the continued fraction digit sum process to define a stopping time and derive a joint large deviation asymptotic for the upper and…

Number Theory · Mathematics 2008-03-19 Marc Kesseböhmer , Mehdi Slassi

We consider the sum of power weighted nearest neighbor distances in a sample of size n from a multivariate density f of possibly unbounded support. We give various criteria guaranteeing that this sum satisfies a law of large numbers for…

Probability · Mathematics 2009-11-03 Mathew D. Penrose , J. E. Yukich

This paper deals with rates of convergence in the strong law of large numbers, in the Baum-Katz form, for partial sums of Banach space valued random variables. The results are then applied to solve similar problems for weighted partial sums…

Probability · Mathematics 2022-12-27 Magda Peligrad , Costel Peligrad

We study the large-volume asymptotics of the sum of power-weighted edge lengths $\sum_{e \in E}|e|^\alpha$ in Poisson-based spatial random networks. In the regime $\alpha > d$, we provide a set of sufficient conditions under which the upper…

Probability · Mathematics 2025-01-08 Christian Hirsch , Daniel Willhalm

Zeros of many ensembles of polynomials with random coefficients are asymptotically equidistributed near the unit circumference. We give quantitative estimates for such equidistribution in terms of the expected discrepancy and expected…

Probability · Mathematics 2014-07-28 Igor E. Pritsker , Aaron M. Yeager

We obtain strong converse inequalities for the Bernstein polynomials with explicit asymptotic constants. We give different estimation procedures in the central and non-central regions of [0,1]. The main ingredients in our approach are the…

Classical Analysis and ODEs · Mathematics 2024-09-06 José A. Adell , Daniel Cárdenas-Morales

In recent years, tensors have been applied to different applications in science and engineering fields. In order to establish theory about tail bounds of the tensors summation behavior, this work extends previous work by considering the…

Probability · Mathematics 2021-10-05 Shih Yu Chang

The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws…

Probability · Mathematics 2012-04-20 Sandra Fortini , Lucia Ladelli , Eugenio Regazzini

In this paper we derive non-classical Tauberian asymptotic at infinity for the tail, the density and the derivatives thereof of a large class of exponential functionals of subordinators. More precisely, we consider the case when the L\'evy…

Probability · Mathematics 2023-08-30 Martin Minchev , Mladen Savov

The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…

Statistics Theory · Mathematics 2011-02-11 Łukasz Lenart