Related papers: Tail Probability and Divergent Series

This is an epistemological approach to errors in both inference and risk management, leading to necessary structural properties for the probability distribution. Many mechanisms have been used to show the emergence of fat tails. Here we…

By investigating in detail discontinuities of the first kind of real-valued functions and the analysis of unordered sums, where the summands are given by values of a positive real-valued function, we develop a measure-theoretical framework…

The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…

Turing's famous 'machine' framework provides an intuitively clear conception of 'computing with real numbers'. A recursive counterexample to a theorem shows that the theorem does not hold when restricted to computable objects. These…

I present a novel mathematical technique for dealing with the infinities arising from divergent sums and integrals. It assigns them fine-grained infinite values from the set of hyperreal numbers in a manner that refines the standard…

In this note we show that the Taylor series of a function in a weighted Dirichlet space is (generalized) N\"orlund summable, provided that the sequence determining the N\"orlund operator is non-decreasing and has finite upper growth rate.…

We prove tail estimates for variables $\sum_i f(X_i)$, where $(X_i)_i$ is the trajectory of a random walk on an undirected graph (or, equivalently, a reversible Markov chain). The estimates are in terms of the maximum of the function $f$,…

Suppose $\Lambda$ is a discrete infinite set of nonnegative real numbers. We say that $ {\Lambda}$ is of type 1 if the series $s(x)=\sum_{\lambda\in\Lambda}f(x+\lambda)$ satisfies a zero-one law. This means that for any non-negative…

Integration at a point is a new kind of integration derived from integration over an interval in infinitesimal and infinity domains which are spaces larger than the reals. Consider a continuous monotonic divergent function that is…

In this paper certain classes of infinite sums involving special functions are evaluated analytically by application of basic quantum mechanical principles to simple models of half harmonic oscillator and a particle trapped inside an…

A classical observation in analysis asserts that lacunary systems of dilated functions show many properties which are also typical for systems of independent random variables. For example, if $(n_k)_{k \ge 1}$ is a sequence of integers…

Probability metrics constitute an important tool in probability theory and statistics \cite{DKS91}, \cite{R91}, \cite{Z83} as they are specific metrics on spaces of random variables which, by satisfying an extra condition, concord well with…

We derive modular parametrizations for certain infinite series whose summands involve central binomial coefficients and higher-order harmonic numbers. When the rates of convergence are certain rational numbers, modularity allows us to…

In this paper we present some interesting results involving summation of series in particular trigonometric ones. We failed to locate these results in existing literature or in the web like MathWorld (http://mathworld.wolfram.com/) nor…

Summation of a large class of the functional series, which terms contain factorials, is considered. We first investigated finite partial sums for integer arguments. These sums have the same values in real and all p-adic cases. The…

In this paper we describe a theory of a cumulative distribution function on a space with an order from a probability measure defined in this space. This distribution function plays a similar role to that played in the classical case.…

We derive and prove an explicit formula for the sum of the fractional parts of certain geometric series. Although the proof is straightforward, we have been unable to locate any reference to this result. This summation formula allows us to…

Nonnegative probabilities that obey the sum rules may be assigned to a much wider family of sets of histories than decohering histories. The resulting {\it linearly positive histories} avoid the highly restrictive decoherence conditions and…

A classical theorem of Kempner states that the sum of the reciprocals of positive integers with missing decimal digits converges. This result is extended to much larger families of "missing digits" sets of positive integers with both…

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…