Related papers: Quantitative Strong Laws of Large Numbers
We derive a simple proof, based on information theoretic inequalities, of an upper bound on the largest rates of $q$-ary $\overline{2}$-separable codes that improves recent results of Wang for any $q\geq 13$. For the case $q=2$, we recover…
The validity of the strong law of large numbers for multiple sums $S_n$ of independent identically distributed random variables $Z_k$, $k\leq n$, with $r$-dimensional indices is equivalent to the integrability of $|Z|(\log^+|Z|)^{r-1}$,…
The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…
We establish functional limit theorems for ergodic sums of observables with power singularities for expanding circle maps. In the regime where the observables have infinite variance, we show that when rescaled by $N^{1/s}(\ln N)^\alpha$,…
This paper considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of a Poisson random…
The purpose of this paper is to establish a general strong law of large numbers (SLLN) for arbitrary sequences of random variables (rv's) based on the squared indice method and to provide applications to SLLN of associated sequences. This…
We give a new, self-contained proof of the multidimensional central limit theorem using the technique of ``doubling variables," which is traditionally used to prove uniqueness of solutions of partial differential equations (PDEs). Our…
We obtain almost sure limit theorems for partial maxima of norms of a sequence of Banach-valued Gaussian random variables.
We study the behavior of the capital process of a continuous Bayesian mixture of fixed proportion betting strategies in the one-sided unbounded forecasting game in game-theoretic probability. We establish the relation between the rate of…
In this paper we investigate some strong convergence theorems for partial sums with respect to Vilenkin system.
We provide finite sample upper and lower bounds on the Binomial tail probability which are a direct application of Sanov's theorem. We then use these to obtain high probability upper and lower bounds on the minimum of i.i.d. Binomial random…
Motivated by genome-wide association studies, we consider a standard linear model with one additional random effect in situations where many predictors have been collected on the same subjects and each predictor is analyzed separately.…
We show an extension of Sanov's theorem on large deviations, controlling the tail probabilities of i.i.d. random variables with matching concentration and anti-concentration bounds. This result has a general scope, applies to samples of any…
We consider simple exclusion processes on Z for which the underlying random walk has a finite first moment and a non-zero mean and whose initial distributions are product measures with different densities to the left and to the right of the…
We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literature to a large class of spaces of random variables. We…
In many empirical studies of a large two-sided matching market (such as in a college admissions problem), the researcher performs statistical inference under the assumption that they observe a random sample from a large matching market. In…
As the extension of uncorrelated single-valued random variables, set-valued case is studied in this paper. When the underlying space is of finite dimension, by using the support function, We shall prove the weak and strong laws of large…
The aim of this paper is to establish strong convergence theorems for a strongly relatively nonexpansive sequence in a smooth and uniformly convex Banach space. Then we employ our results to approximate solutions of the zero point problem…
We consider (graph-)group-valued random element $\xi$, discuss the properties of a mean-set $\ME(\xi)$, and prove the generalization of the strong law of large numbers for graphs and groups. Furthermore, we prove an analogue of the…
In this paper, we investigate the large deviations of sums of weighted random variables that are approximately independent, generalizing and improving some of the results of Montgomery and Odlyzko. We are motivated by examples arising from…