Related papers: Large deviations of sums of random variables

We prove a H\"{o}rmander type multiplier theorem for multilinear Fourier multipiers with multiple weights. We also give weighted estimates for their commutators with vector $BMO$ functions.

The "typical" asymptotic behavior of the weighted sums of independent, identically distibuted random vectors in k-dimensional space is considered. It is shown that under finitnes of fifth absolute moment of an individual term the rate of…

Let $\xi_1, \xi_2,\ldots$ be a sequence of independent and identically distributed random variables with zero mean, finite second moment and regularly varying right distribution tail. Motivated by a stop-loss insurance model, we consider a…

A special case of the Menshov--Rademacher theorem implies for almost all polynomials $x_1Z+\ldots +x_d Z^{d} \in {\mathbb R}[Z]$ of degree $d$ for the Weyl sums satisfy the upper bound $$ \left| \sum_{n=1}^{N}\exp\left(2\pi i \left(x_1…

We present and discuss an algorithm and its implementation that is capable of directly determining Fourier expansions of any vector-valued modular form of weight at least $2$ associated with representations whose kernel is a congruence…

It is known that large deviations of sums of subexponential random variables are most likely realised by deviations of a single random variable. In this article we give a detailed picture of how subexponential random variables are…

For integer $q$, let $\chi$ be a primitive multiplicative character$\pmod q.$ For integer $a$ coprime to $q$, we obtain a new bound for the sums $$\sum_{n\le N}\Lambda(n)\chi(n+a),$$ where $\Lambda(n)$ is the von Mangoldt function. This…

We obtain several estimates for bilinear form with Kloosterman sums. Such results can be interpreted as a measure of cancellations amongst with parameters from short intervals. In particular, for certain ranges of parameters we improve some…

This paper investigates the decay rate of the probability that the row sum of a triangular array of truncated heavy tailed random variables is larger than an integer (k) times the truncating threshold, as both - the number of summands and…

We derive weighted summation identities involving the second order recurrence sequence $\{w_n\} =\{ w_n(a,b; p, q)\}$ defined by $w_0 = a,\,w_1 = b;\,w_n = pw_{n - 1} - qw_{n - 2}\, (n \ge 2)$, where $a$, $b$, $p$ and $q$ are arbitrary…

We give explicit expressions for the Fourier coefficients of Eisenstein series twisted by Dirichlet characters and modular symbols on $\Gamma_0(N)$ in the case where $N$ is prime and equal to the conductor of the Dirichlet character. We…

We show sharp bounds for probabilities of large deviations for sums of independent random variables satisfying Bernstein's condition. One such bound is very close to the tail of the standard Gaussian law in certain case; other bounds…

Corentin Perret-Gentil proved, under some very general conditions, that short sums of $\ell$-adic trace functions over finite fields of varying center converges in law to a Gaussian random variable or vector. The main inputs are…

Distorted sums of models were introduced and discussed in [Sh:463]. This notion generalizes the notion of disjoint (or direct) sums of models by letting the summands overlap. In the first section we investigate types in distorted sums and…

A trigonometric series strongly bounded at two points and with coefficients forming a log-quasidecreasing sequence is necessarily the Fourier series of a function belonging to all $L^{p}$ spaces, $1\leq p < \infty$. We obtain new results on…

Approximate distributions for sum and difference of linearly correlated $\chi^{2}$ distributed random variables are derived. It is shown that they can be reduced to conveniently parametrized gamma and Variance-Gamma distributions,…

In this work, we study convergence in probability and almost sure convergence for weighted partial sums of random variables that are related to the class of generalized Oppenheim expansions. It is worth noting that the random variables…

This paper will be devoted to study weighted (deformed) free Poisson random variables from the viewpoint of orthogonal polynomials and statistics of non-crossing partitions. A family of weighted (deformed) free Poisson random variables will…

In this paper we provide a new explicit bound on the total variation distance between a standardized partial sum of random variables belonging to a finite sum of Wiener chaoses and a standard normal random variable. We apply our result to…

This paper establishes sharp dimension-free concentration inequalities and expectation bounds for the deviation of the sum of simple random tensors from its expectation. As part of our analysis, we use generic chaining techniques to obtain…