Related papers: Exponential Bounds for Random Sums

We examine a family of three-dimensional exponential sums with monomials and provide estimates which are in some instances sharper than those stemming from approaches entailing the use of existing bounds pertaining to analogous sums.

We explore some properties of the conditional distribution of an i.i.d. sample under large exceedances of its sum. Thresholds for the asymptotic independance of the summands are observed, in contrast with the classical case when the…

We introduce methods to bound the mean of a discrete distribution (or finite population) based on sample data, for random variables with a known set of possible values. In particular, the methods can be applied to categorical data with…

We build optimal exponential bounds for the probabilities of large deviations of sums \sum_{k=1}^nf(X_k) where (X_k) is a finite reversible Markov chain and f is an arbitrary bounded function. These bounds depend only on the stationary mean…

Recently, the properties of a binomial sum related to the multi-link inverted pendulum enumeration problem have been studied. In this note, we establish bounds for this binomial sum.

In the paper we prove a new upper bound for Heilbronn's exponential sum and obtain some applications of our result to distribution of Fermat quotients.

We study a generalization of the Random Energy Model to the case when the number of exponential factors varies at random. Also a relation between REM and the Erd"os-R'enyi limit theorem for maximums of partial sums is considered.

We obtain a new bound on exponential sums over integers without large prime divisors, improving that of Fouvry and Tenenbaum (1991). For a fixed integer $\nu\ne 0$, we also obtain new bounds on exponential sums with $\nu$-th powers of such…

An optimal bound on the quantiles of a certain kind of distributions is given. Such a bound is used in applications to Berry--Esseen-type bounds for nonlinear statistics.

We prove new upper bounds for a spectral exponential sum by refining the process by which one evaluates mean values of $L$-functions multiplied by an oscillating function. In particular, we introduce a method which is capable of taking into…

We give an improved estimate for the regularity of the conditional distribution of the empiric mean of a finite sample of IID random variables, conditional on the sample "fluctuations", extending the well-known property of Gaussian IID…

Edgeworth-type expansions for convolutions of probability densities and powers of the characteristic functions with non-uniform error terms are established for i.i.d. random variables with finite (fractional) moments of order $s \geq 2$,…

An exact upper bound on the Winsorised-tilted mean of a symmetric random variable in terms of its second moment is given. Such results are used in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics.

In this paper we continue our study, begun in part I, of the exceptional set of integers, not restricted by elementary congruence conditions, which cannot be represented as sums of three or four squares of primes. We correct a serious…

We provide a unified, probabilistic approach using renewal theory to derive some novel limits of sums for the normalized binomial coefficients and for the normalized Eulerian numbers. We also investigate some corresponding results for their…

We derive in this short report the exponential as well as power decreasing tail estimations for the sums of centered exchangeable random variables, alike ones for the sums of the centered independent ones.

We give exponential upper bounds for $P(S \le k)$, in particular $P(S=0)$, where $S$ is a sum of indicator random variables that are positively associated. These bounds allow, in particular, a comparison with the independent case. We give…

We improve the known upper bound for short exponential sums and increase the range on which a sharp upper bound is known.

We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…

In this letter, we give a concise, closed-form expression for the differential entropy of the sum of two independent, non-identically-distributed exponential random variables. The derivation is straightforward, but such a concise entropy…