Related papers: Tail Probability and Divergent Series
Let $a_n$ be the random increasing sequence of natural numbers which takes each value independently with decreasing probability of order $n^{-\alpha}$, $0 < \alpha < 1/2$. We prove that, almost surely, for every measure-preserving system…
We present a general non-parametric statistical inference theory for integrals of quantiles without assuming any specific sampling design or dependence structure. Technical considerations are accompanied by examples and discussions,…
In the footsteps of the book \textit{Measure Theory and Integration By and For the Learner} of our series in Probability Theory and Statistics, we intended to devote a special volume of the very probabilistic aspects of the first cited…
Probabilistic submeasures generalizing the classical (numerical) submeasures are introduced and discussed in connection with some classes of aggregation functions. A special attention is paid to triangular norm-based probabilistic…
We study the cardinal invariants of measure and category after adding one random real. In particular, we show that the number of measure zero subsets of the plane which are necessary to cover graphs of all continuous functions maybe large…
We consider a multinomial distribution, where the number of cells increases and the cell-probabilities decreases as the number of observations grows. The probabilities of large deviations of statistics, which has form of a sum of Borel…
Posterior distribution over a countable set M of continuous data-sampling distributions piles up at L-projection of the true distribution r on M, provided that the L-projection is unique. If there are several L-projections of r on M, then…
A summation framework is developed that enhances Karr's difference field approach. It covers not only indefinite nested sums and products in terms of transcendental extensions, but it can treat, e.g., nested products defined over roots of…
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…
We provide bounds on the tail probabilities for simple procedures that generate random samples _without replacement_, when the probabilities of being selected need not be equal.
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…
We study behavior of a measure on $[0,\infty)$ by considering its Laplace transform. If it is possible to extend the Laplace transform to a complex half-plane containing the imaginary axis, then the exponential decay of the tail of the…
In this paper we study sequences, series, power series and uniform convergence in the $\mathcal{A}$-Calculus. Here $\mathcal{A}$ denotes an associative unital real algebra. We say a function is $\mathcal{A}$-differentiable if it is real…
We give explicit bounds for the tail probabilities for sums of independent geometric or exponential variables, possibly with different parameters.
The paper gives some criteria for partial sums of rational number sequences to be not rational functions and to be not algebraic functions. As an application, we study partial sums of some famous rational number sequences in mathematical…
In this note a two sided bound on the tail probability of sums of independent, and either symmetric or nonnegative, random variables is obtained. We utilize a recent result by Lata{\l}a on bounds on moments of such sums. We also give a new…
We derive exponential tail inequalities for sums of random matrices with no dependence on the explicit matrix dimensions. These are similar to the matrix versions of the Chernoff bound and Bernstein inequality except with the explicit…
We give a number of theoretical and practical methods related to the computation of L-functions, both in the local case (counting points on varieties over finite fields, involving in particular a detailed study of Gauss and Jacobi sums),…
Given a truncated perturbation expansion of a physical quantity, one can, under certain circumstances, obtain lower or upper bounds (or both) to the sum of the full perturbation series by using the Borel transform and a variational…
The theory of uniform approximation of real numbers motivates the study of products of consecutive partial quotients in regular continued fractions. For any non-decreasing positive function $\varphi:\mathbb{N}\to [2,\infty)$, we determine…