Related papers: Some results on two-sided LIL behavior

Let $\lambda$ denote the Liouville function. Assuming the Riemann Hypothesis, we prove that $$\int_X^{2X}\Big|\sum_{x\leq n \leq x+h}\lambda(n) \Big|^2 dx \ll Xh(\log X)^6,$$ as $X\rightarrow \infty$, provided $h=h(X)\leq…

Let $\{X_t, t \geq 1\}$ be a sequence of identically distributed and pairwise asymptotically independent random variables with regularly varying tails and $\{ \Theta_t, t\geq1 \}$ be a sequence of positive random variables independent of…

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

Our work aims to study the tail behaviour of weighted sums of the form $\sum_{i=1}^{\infty} X_{i} \prod_{j=1}^{i}Y_{j}$, where $(X_{i}, Y_{i})$ are independent and identically distributed, with common joint distribution bivariate Sarmanov.…

We consider delayed sums of the type S_{n+an}-Sn where a_n is possibly a positive integer valued random variable satisfying certain conditions and S_n is the sum of independent random variables X_n with distribution functions F_n in {G_1,…

Under the assumption that the distribution of a nonnegative random variable $X$ admits a bounded coupling with its size biased version, we prove simple and strong concentration bounds. In particular the upper tail probability is shown to…

Let $\{X_i\}_{i\geq1}$ be an i.i.d. sequence of random variables and define, for $n\geq2$, \[T_n=\cases{n^{-1/2}\hat{\sigma}_n^{-1}S_n,\quad \hat{\sigma}_n>0,\cr 0,\quad \hat{\sigma}_n=0,}with S_n=\sum_{i=1}^nX_i,…

Let $0 < p < 2$. Let $\{X, X_{n}; n \geq 1\}$ be a sequence of independent and identically distributed $\mathbf{B}$-valued random variables and set $S_{n} = \sum_{i=1}^{n}X_{i},~n \geq 1$. In this paper, a supplement to the classical laws…

We obtain an asymptotic series $\sum_{j=0}^\infty\frac{I_j}{n^j}$ for the integral $\int_0^1[x^n+(1-x)^n]^{\frac1{n}}dx$ as $n\to\infty$, and compute $I_j$ in terms of alternating (or "colored") multiple zeta value. We also show that $I_j$…

The study of the normalized sum of random variables and its asymptotic behaviour has been and continues to be a central chapter in probability and statistical mechanics. When those variables are independent the central limit theorem ensures…

Let $S_n$ denote the set of permutations of $[n]:=\{1,\cdots, n\}$, and denote a permutation $\sigma\in S_n$ by $\sigma=\sigma_1\sigma_2\cdots \sigma_n$. For $l\ge2$ an integer, let $A^{(n)}_{l;k}\subset S_n$ denote the event that the set…

For the partial sums $(S_n)$ of independent random variables we define a stochastic process $s_n(t):=(1/d_n)\sum_{k \le [nt]} ({S_k}/{k}-\mu)$ and prove that $$(1/{\log N})\sum_{n\le N}(1/n)\mathbf {I}\left\{s_n(t)\le x\right\} \to…

In this work we present concentration inequalities for the sum $S_n$ of independent integer-valued not necessary indentically distributed random variables, where each variable has tail function that can be bounded by some power function…

In this paper, we discuss general criteria of limsup law of iterated logarithm (LIL) for continuous-time Markov processes. We consider minimal assumptions for LILs to hold at zero(at infinity, respectively) in general metric measure spaces.…

Let $\xi_1, \xi_2,\ldots$ be a sequence of independent and identically distributed random variables with zero mean, finite second moment and regularly varying right distribution tail. Motivated by a stop-loss insurance model, we consider a…

Let $X_0$ be a non-constant random variable with finite variance. Given an integer $k\ge2$, define a sequence $\{X_n\}_{n=1}^\infty$ of approximately linear recursions with small perturbations $\{\Delta_n\}_{n=0}^\infty$ by $$X_{n+1} =…

Let $\mm_n, n=0,1,...$ be the supercritical branching random walk, in which the number of direct descendants of one individual may be infinite with positive probability. Assume that the standard martingale $W_n$ related to $\mm_n$ is…

Let $\{X_{i,j}:(i,j)\in\mathbb N^2\}$ be a two-dimensional array of independent copies of a random variable $X$, and let $\{N_n\}_{n\in\mathbb N}$ be a sequence of natural numbers such that $\lim_{n\to\infty}e^{-cn}N_n=1$ for some $c>0$.…

We establish a stability result for the Shannon-McMillan-Breiman theorem on the one-sided finite shift space. For any shift-invariant probability measure P and any data-dependent parsing whose number of blocks is sublinear in N almost…

Let R_n be the radius of the largest disk covered after n steps of a simple random walk. We prove that almost surely limsup_{n \to \infty}(log R_n)^2/(log n log_3 n) = 1/4, where log_3 denotes 3 iterations of the log function. This is…