Related papers: Tail Probability and Divergent Series
In this paper we show under weak assumptions that for $R\stackrel{d}{=}1+M_1+M_1M_2+\ldots$, where $P(M\in[0,1])=1$ and $M_i$ are independent copies of $M$, we have $\ln P(R>x)\sim C\, x\ln P(M>1-\frac1x)$ as $x\to\infty$. The constant $C$…
We study the size, in terms of the Hausdorff dimension, of the subsets of $\mathbb T$ such that the Fourier series of a generic function in $L^1(\TT)$, $L^p(\TT)$ or in $\mathcal C(\mathbb T)$ may behave badly. Genericity is related to the…
Power series are introduced that are simultaneously convergent for all real and p-adic numbers. Our expansions are in some aspects similar to those of exponential, trigonometric, and hyperbolic functions. Starting from these series and…
We study a new class of so-called rational-infinitely (or quasi-infinitely) divisible probability laws on the real line. The characteristic functions of these distributions are ratios of the characteristic functions of classical infinitely…
Treating divergent series properly has been an ongoing issue in mathematics. However, many of the problems in divergent series stem from the fact that divergent series were discovered prior to having a number system which could handle them.…
Sequence transformations accomplish an acceleration of convergence or a summation in the case of divergence by detecting and utilizing regularities of the elements of the sequence to be transformed. For sufficiently large indices, certain…
Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…
Let $\{X_t, t \geq 1\}$ be a sequence of identically distributed and pairwise asymptotically independent random variables with regularly varying tails and $\{ \Theta_t, t\geq1 \}$ be a sequence of positive random variables independent of…
Evidence for fine-tuning of physical parameters suitable for life can perhaps be explained by almost any combination of providence, coincidence or multiverse. A multiverse usually includes parts unobservable to us, but if the theory for it…
We consider positively supported Borel measures for which all moments exist. On the set of compactly supported measures in this class a partial order is defined via eventual dominance of the moment sequences. Special classes are identified…
Classical probability theory supports probability measures, assigning a fixed positive real value to each event, these measures are far from satisfactory in formulating real-life occurrences. The main innovation of this paper is the…
A multivariate, stationary time series is said to be jointly regularly varying if all its finite-dimensional distributions are multivariate regularly varying. This property is shown to be equivalent to weak convergence of the conditional…
An important question for a probabilistic program is whether the probability mass of all its diverging runs is zero, that is that it terminates "almost surely". Proving that can be hard, and this paper presents a new method for doing so; it…
There is not much that can be said for all $x$ and for all $n$ about the sum \[ \sum_{k=1}^n \frac{1}{|\sin k\pi x|}. \] However, for this and similar sums, series, and products, we can establish results for almost all $x$ using the tools…
We study in details the isoperimetric profile of product probability measures with tails between the exponential and the Gaussian regime. In particular we exhibit many examples where coordinate half-spaces are approximate solutions of the…
The Turing degree of a real measures the computational difficulty of producing its binary expansion. Since Turing degrees are tailsets, it follows from Kolmogorov's 0-1 law that for any property which may or may not be satisfied by any…
In this paper, we will give a sufficient condition for a non-negative random variable $X$ to be heavy tailed by investigating the Laplace-Stieltjes transform of the probability distribution function. We focus on the relation between the…
An elliptic divisibility sequence, generated by a point in the image of a rational isogeny, is shown to possess a uniformly bounded number of prime terms. This result applies over the rational numbers, assuming Lang's conjecture, and over…
We reconsider a classical, well-studied problem from applied probability. This is the max-sum equivalence of randomly weighted sums, and the originality is because we manage to include interdependence among the primary random variables, as…
The authors announce a general tail estimate, called a decoupling inequality, for a symmetrized sum of non-linear $k$-correlations of $n>k$ independent random variables.