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Related papers: On Sums of Monotone Random Integer Variables

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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…

Probability · Mathematics 2024-02-15 Quirin Vogel

The extremal tail probabilities of moving sums in a marked Poisson random field is examined here. These sums are computed by adding up the weighted occurrences of events lying within a scanning set of fixed shape and size. Change of measure…

Probability · Mathematics 2007-08-22 Hock Peng Chan

We obtain an uniform tail estimates for natural normed sums of independent random variables (r.v.) with regular varying tails of distributions. We give also many examples on order to show the exactness of offered estimates and discuss some…

Probability · Mathematics 2012-06-22 E. Ostrovsky , L. Sirota

This paper considers how to measure the magnitude of the sum of independent random variables in several ways. We give a formula for the tail distribution for sequences that satisfy the so called Levy property. We then give a connection…

Probability · Mathematics 2007-05-23 Pawel Hitczenko , Stephen Montgomery-Smith

Let $X$ be a random variable that takes its values in $\frac{1}{q}\mathbb{Z}$, for some integer $q\ge2$, and consider $X$ rounded to an integer, either downwards or upwards or to the nearest integer. We give general formulas for the…

Probability · Mathematics 2025-04-10 Svante Janson

We study efficient differentially private algorithms for estimating monotone statistics, i.e., statistics that are monotone under the addition of new observations. The starting point for our investigation is subsample-and-aggregate: a…

Cryptography and Security · Computer Science 2026-05-28 Gavin Brown , Ephraim Linder , Mahbod Majid , Vikrant Singhal

A probability distribution over the Boolean cube is monotone if flipping the value of a coordinate from zero to one can only increase the probability of an element. Given samples of an unknown monotone distribution over the Boolean cube, we…

Data Structures and Algorithms · Computer Science 2020-02-11 Ronitt Rubinfeld , Arsen Vasilyan

Let X be a random variable. We shall call an independent random variable Y to be a symmetrizer for X, if X+Y is symmetric around zero. A random variable is said to be symmetry resistant if the variance of any symmetrizer Y, is never smaller…

Probability · Mathematics 2007-05-23 Soumik Pal

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…

Statistics Theory · Mathematics 2010-10-11 Michael V. Boutsikas , Eutichia Vaggelatou

We give a comparison inequality that allows one to estimate the tail probabilities of sums of independent Banach space valued random variables in terms of those of independent identically distributed random variables. More precisely, let…

Probability · Mathematics 2007-05-23 Stephen Montgomery-Smith , Alexander R. Pruss

The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…

Statistics Theory · Mathematics 2010-05-25 David M. Bradley , Ramesh C. Gupta

This paper studies properties of functions having monotone tails. We extend Theorem 1 of Dhaene et al. (2002a) and show how the tail quantiles of a random variable transformed with a monotone tail function can be expressed as the…

Probability · Mathematics 2025-08-19 Hamza Hanbali , Daniel Linders

We re-examine a lower-tail upper bound for the random variable $$X=\prod_{i=1}^{\infty}\min\left\{\sum_{k=1}^iE_k,1\right\},$$ where $E_1,E_2,\ldots\stackrel{iid}\sim\text{Exp}(1)$. This bound has found use in root-finding and seed-finding…

Probability · Mathematics 2019-05-21 Sam Justice , N. D. Shyamalkumar

We study the probability that a random polynomial with integer coefficients is reducible when factored over the rational numbers. Using computer-generated data, we investigate a number of different models, including both monic and non-monic…

A monotone function interval is the set of monotone functions that lie pointwise between two fixed monotone functions. We characterize the set of extreme points of monotone function intervals and apply this to a number of economic settings.…

Theoretical Economics · Economics 2024-04-16 Kai Hao Yang , Alexander K. Zentefis

Let $\xi$ be a non-constant real-valued random variable with finite support, and let $M_{n}(\xi)$ denote an $n\times n$ random matrix with entries that are independent copies of $\xi$. For $\xi$ which is not uniform on its support, we show…

Probability · Mathematics 2021-05-07 Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

A random variable $\xi$ has a {\it light-tailed} distribution (for short: is light-tailed) if it possesses a finite exponential moment, $\E \exp (\lambda \xi) <\infty$ for some $\lambda >0$, and has a {\it heavy-tailed} distribution (is…

Probability · Mathematics 2025-09-09 Sergey Foss , Anton Tarasenko , Georgiy Krivtsov

Random samples are lossy summaries which allow queries posed over the data to be approximated by applying an appropriate estimator to the sample. The effectiveness of sampling, however, hinges on estimator selection. The choice of…

Statistics Theory · Mathematics 2014-04-10 Edith Cohen

In this paper we introduce a method which allows us to study properties of the random uniform simplicial complex. That is, we assign equal probability to all simplicial complexes with a given number of vertices and then consider properties…

Combinatorics · Mathematics 2020-01-08 Klas Markström , Trevor Pinto

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…

Statistics Theory · Mathematics 2019-02-11 Yaonan Jin , Yingkai Li , Yining Wang , Yuan Zhou
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