Related papers: Large deviations of sums of random variables

Let d>2 and let p be a prime coprime to d. Let Z_pbar be the ring of integers of Q_pbar. Suppose f(x) is a degree-d polynomial over Qbar and Z_pbar. Let P be a prime ideal over p in the ring of integers of Q(f), where Q(f) is the number…

Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the total variation distance between the…

Let $L$ be an even lattice of odd rank with discriminant group $L'/L$, and let $\alpha,\beta \in L'/L$. We prove the Weil bound for the Kloosterman sums $S_{\alpha,\beta}(m,n,c)$ of half-integral weight for the Weil Representation attached…

We study the large deviations statistics of the intensive work done by changing globally a control parameter in a thermally isolated quantum many-body system. We show that, upon approaching a critical point, large deviations well below the…

We study an unbiased estimator for the density of a sum of random variables that are simulated from a computer model. A numerical study on examples with copula dependence is conducted where the proposed estimator performs favourably in…

We prove a Chernoff-like large deviation bound on the sum of non-independent random variables that have the following dependence structure. The variables $Y_1,...,Y_r$ are arbitrary Boolean functions of independent random variables…

The "typical" asymptotic behavior of the weighted sums of independent random vectors in $k$-dimensional space is considered. It is shown that in this case the rate of convergence in the multivariate central limit theorem is of order…

We revisit a recent bound of I. Shparlinski and T. P. Zhang on bilinear forms with Kloosterman sums, and prove an extension for correlation sums of Kloosterman sums against Fourier coefficients of modular forms. We use these bounds to…

In this paper, we investigate the precise local large deviation probabilities for random sums of independent real-valued random variables with a common distribution $F$, where $F(x+\Delta)=F((x, x+T])$ is an $\mathcal{O}$-regularly varying…

In this paper, we establish a sufficient condition to compare linear combinations of independent and identically distributed (iid) infinite-mean random variables under usual stochastic order. We introduce a new class of distributions that…

We provide a simple and new induction based treatment of the problem of distinguishing cusp forms from the growth of the Fourier coefficients of modular forms. Our approach gives the best possible ranges of the weights for this problem, and…

We study random composite structures considered up to symmetry that are sampled according to weights on the inner and outer structures. This model may be viewed as an unlabelled version of Gibbs partitions and encompasses multisets of…

In this paper we study precise large deviations for the partial sums of a stationary sequence with a subexponential marginal distribution. Our main focus is on distributions which either have a regularly varying or a lognormal-type tail. We…

We show that various identities from [1] and [3] involving Gould-Hopper polynomials can be deduced from the real but also complex orthogonal invariance of multivariate Gaussian distributions. We also deduce from this principle a useful…

For a prime $p$, we consider Kloosterman sums $$ K_{p}(a) = \sum_{x\in \F_p^*} \exp(2 \pi i (x + ax^{-1})/p), \qquad a \in \F_p^*, $$ over a finite field of $p$ elements. It is well known that due to results of Deligne, Katz and Sarnak, the…

In this paper, we study the probability that some weighted partial sums of a random multiplicative function $f$ are positive. Applying the characteristic decomposition, we obtain that if $S$ is a non-empty subset of the multiplicative…

We consider random polynomials of the form $G_n(z):= \sum_{|\alpha|\leq n} \xi^{(n)}_{\alpha}p_{n,\alpha}(z)$ where $\{\xi^{(n)}_{\alpha}\}_{|\alpha|\leq n}$ are i.i.d. (complex) random variables and $\{p_{n,\alpha}\}_{|\alpha|\leq n}$ form…

We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…

Two classes of fractional type variable weights are established in this paper. The first kind of weights ${A_{\vec p( \cdot ),q( \cdot )}}$ are variable multiple weights, which are characterized by the weighted variable boundedness of…

We derive explicit formulas for some Kloosterman sums on $\Gamma_0(N)$, and for the Fourier coefficients of Eisenstein series attached to arbitrary cusps, around a general Atkin-Lehner cusp.