Related papers: Large deviations of sums of random variables

For a nonprincipal character $\chi$ modulo $D$, when $x\ge D^{\frac56+\varepsilon}$, $(l,D) = 1$, we prove a nontrivial estimate of the form $\sum_{n\le x}\Lambda (n)\chi (n-l)\ll x\exp\left(-0.6\sqrt{\ln D}\right)$ for the sum of values of…

The aim of this paper is to establish Hoeffding and Bernstein type concentration inequalities for weighted sums of exchangeable random variables. A special case is the i.i.d. setting, where random variables are sampled independently from…

Let $f$ be a primitive cusp form of weight $k$ and level $N,$ let $\chi$ be a Dirichlet character of conductor coprime with $N,$ and let $\mathfrak{L}(f\otimes \chi, s)$ denote either $\log L(f\otimes \chi, s)$ or $(L'/L)(f\otimes \chi,…

We prove new bounds for weighted mean values of sums involving Fourier coefficients of cusp forms that are automorphic with respect to a Hecke congruence subgroup \Gamma =\Gamma_0(q) of the group SL(2,Z[i]), and correspond to exceptional…

We prove some improvements of the classical Weil bound for one variable additive and multiplicative character sums associated to a polynomial over a finite field $k=\Fq$ for two classes of polynomials which are invariant under a large…

Working in combinatorial model $\mathrm{W_{co}}(d)$, $d=1,2,\dots$, of P\'olya's random walker in $\mathbb{Z}^d$, we prove two theorems on recurrence to a vertex. We obtain an effective version of the first theorem if $d=2$. Using a…

Let $A(1,m)$ be the Fourier coefficients of a $SL(3,\mathbb{Z})$ Hecke-Maass cusp form $\pi_1$ and $\lambda(m)$ be those of a $SL(2,\mathbb{Z})$ Hecke holomorphic or Hecke-Mass cusp form $\pi_2$. Let $H\subset[\![…

We use a new method via $p$-Wasserstein bounds to prove Cram\'er-type moderate deviations in (multivariate) normal approximations. In the classical setting that $W$ is a standardized sum of $n$ independent and identically distributed…

This paper studies the asymptotic properties of weighted sums of the form $Z_n=\sum_{i=1}^n a_i X_i$, in which $X_1, X_2, \ldots, X_n$ are i.i.d.~random variables and $a_1, a_2, \ldots, a_n$ correspond to either eigenvalues or singular…

We present an assessment of the distance in total variation of \textit{arbitrary} collection of prime factor multiplicities of a random number in $[n]=\{1,\dots, n\}$ and a collection of independent geometric random variables. More…

We discuss a general approach producing quantitative bounds on the number of sign changes of the weighted sums $$\sum_{n\le x}f(n)w_n$$ where $f:\mathbb{N}\to \mathbb{R}$ is a family of multiplicative functions and $w_n\in\mathbb{R}$ are…

We consider the deviation inequalities for the sums of independent $d$ by $d$ random matrices, as well as rank one random tensors. Our focus is on the non-isotropic case and the bounds that do not depend explicitly on the dimension $d$, but…

In this paper, we investigate a central limit theorem for weighted sums of independent random variables under sublinear expectations. It is turned out that our results are natural extensions of the results obtained by Peng and Li and Shi.

In this note, we study convergence rates in the law of large numbers for independent and identically distributed random variables under sublinear expectations. We obtain a strong $L^p$-convergence version and a strongly quasi sure…

We prove a new mean value theorem on the distribution of primes in two simultaneous arithmetic progressions. Our approach builds on previous arguments of Bombieri, Fouvry, Friedlander, and Iwaniec appealing to spectral theory of Kloosterman…

We prove a large deviations principle for the empirical measures of a class of biorthogonal and multiple orthogonal polynomial ensembles that includes biorthogonal Laguerre, Jacobi and Hermite ensembles, the matrix model of Lueck, Sommers…

We obtain some optimal inequalities on tail probabilities for sums of independent bounded random variables. Our main result completes an upper bound on tail probabilities due to Talagrand by giving a one-term asymptotic expansion for large…

We prove large deviation principles for two versions of fractional Poisson processes. Firstly we consider the main version which is a renewal process; we also present large deviation estimates for the ruin probabilities of an insurance…

Given a word $w(x_{1},\ldots,x_{r})$, i.e., an element in the free group on $r$ elements, and an integer $d\geq1$, we study the characteristic polynomial of the random matrix $w(X_{1},\ldots,X_{r})$, where $X_{i}$ are Haar-random…

We present a framework to calculate large deviations for nonlinear functions of independent random variables supported on compact sets in Banach spaces, by extending the result in Chatterjee and Dembo [6]. Previous research on nonlinear…