Related papers: Large deviations of sums of random variables
We study in this article large deviations for the empirical mean of iid random vectors with some deterministic weights, whose empirical measure weakly converges to some compactly support probability distribution. The scope of this paper is…
Large deviation inequalities for ergodic sums is an important subject since the seminal contribution of Bernstein for independent random variables with finite variances, followed by the Chernoff method and the Hoefding result for…
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…
We investigate the distribution of modular inverses modulo positive integers $c$ in a large interval. We provide upper and lower bounds for their box, ball and isotropic discrepancy, thereby exhibiting some deviations from random point…
We study the large deviation probabilities of infinite weighted sums of independent random variables that have stretched exponential tails. This generalizes Kiesel and Stadtm\"uller (2000), who study the same objects under the assumption of…
We estimate the sums \[ \sum_{c\leq x} \frac{S(m,n,c,\chi)}{c}, \] where the $S(m,n,c,\chi)$ are Kloosterman sums of half-integral weight on the modular group. Our estimates are uniform in $m$, $n$, and $x$ in analogy with Sarnak and…
We compare weighted sums of i.i.d. positive random variables according to the usual stochastic order. The main inequalities are derived using majorization techniques under certain log-concavity assumptions. Specifically, let $Y_i$ be i.i.d.…
We obtain Marcinkiewicz-Zygmund strong laws of large numbers for weighted sums of pairwise positively quadrant dependent random variables stochastically dominated by a random variable $X \in \mathscr{L}_{p}$, $1 \leqslant p < 2$. We use our…
Let $f$ be a Hecke cusp form of weight $k$ for the full modular group, and let $\{\lambda_f(n)\}_{n\geq 1}$ be the sequence of its normalized Fourier coefficients. Motivated by the problem of the first sign change of $\lambda_f(n)$, we…
Let $\{{\bf \mathcal{Z}}_n:n\geq 1\}$ be a sequence of i.i.d. random probability measures. Independently, for each $n\geq 1$, let $(X_{n1},\ldots, X_{nn})$ be a random vector of positive random variables that add up to one. This paper…
We study the probabilistic behavior of sums of Fourier coefficients in arithmetic progressions. We prove a result analogous to previous work of Fouvry-Ganguly-Kowalski-Michel and Kowalski-Ricotta in the context of half-integral weight…
We study large partial sums, localized with respect to the sums of variances, of a sequence of centered random variables. An application is given to the distribution of prime factors of typical integers.
We consider the probability that a weighted sum of $n$ i.i.d. random variables $X_j$, $j = 1, . . ., n$, with stretched exponential tails is larger than its expectation and determine the rate of its decay, under suitable conditions on the…
For $q$ prime, $X \geq 1$ and coprime $u,v \in \mathbb{N}$ we estimate the sums \begin{equation*} \sum_{\substack{p \leq X \substack p \equiv u \hspace{-0.25cm} \mod{v} p \text{ prime}}} \text{Kl}_2(p;q), \end{equation*} where…
We study the large deviations of sums of correlated random variables described by a matrix product ansatz, which generalizes the product structure of independent random variables to matrices whose non-commutativity is the source of…
This article establishes novel strong uniform laws of large numbers for randomly weighted sums such as bootstrap means. By leveraging recent advances, these results extend previous work in their general applicability to a wide range of…
Large deviations for sums of i.i.d.\ random variables with stretched-exponential tails (also called Weibull or semi-exponential tails) have been well understood since the 60's, going back to Nagaev's seminal work. Many extensions in the…
The probability that the sum of independent, centered, identically distributed, heavy-tailed random variables achieves a very large value is asymptotically equal to the probability that there exists a single summand equalling that value. We…
We present a formalization of the well-known thesis that, in the case of independent identically distributed random variables $X_1,\dots,X_n$ with power-like tails of index $\alpha\in(0,2)$, large deviations of the sum $X_1+\dots+X_n$ are…
We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…