Related papers: On inequalities for sums of bounded random variabl…

We study the distribution of partial sums of Rademacher random multiplicative functions $(f(n))_n$ evaluated at polynomial arguments. We show that for a polynomial $P\in \mathbb Z[x]$ that is a product of at least two distinct linear…

Let $T$ be an $n\times n$ random matrix, such that each diagonal entry $T_{i,i}$ is a continuous random variable, independent from all the other entries of $T$. Then for every $n\times n$ matrix $A$ and every $t\ge0$ $$…

Let $a_n$ be the random increasing sequence of natural numbers which takes each value independently with decreasing probability of order $n^{-\alpha}$, $0 < \alpha < 1/2$. We prove that, almost surely, for every measure-preserving system…

We provide a systematic approach to deal with the following problem. Let $X_1,\ldots,X_n$ be, possibly dependent, $[0,1]$-valued random variables. What is a sharp upper bound on the probability that their sum is significantly larger than…

The paper is devoted to infinite Bernoulli convolutions generated by positive multigeometric series and to probability distributions of random variables whose digits in an even integer base-$s$ expansion with two redundant digits form a…

A novel approach towards construction of absolutely continuous distributions over the unit interval is proposed. Considering two absolutely continuous random variables with positive support, this method conditions on their convolution to…

We consider ensembles of random polynomials of the form $p(z)=\sum_{j = 1}^N a_j P_j$ where $\{a_j\}$ are independent complex normal random variables and where $\{P_j\}$ are the orthonormal polynomials on the boundary of a bounded simply…

Let $Z$ be a random variable with values in a proper closed convex cone $C\subset \mathbb{R}^d$, $A$ a random endomorphism of $C$ and $N$ a random integer. We assume that $Z$, $A$, $N$ are independent. Given $N$ independent copies…

Consider a sequence of polynomials of bounded degree evaluated in independent Gaussian, Gamma or Beta random variables. We show that, if this sequence converges in law to a nonconstant distribution, then (i) the limit distribution is…

Let $A_i$ and $B_i$ be positive definite matrices for every $i=1,\cdots,m.$ Let $Z=[Z_{ij}]$ be the block matrix, where $Z_{ij}=B_i^{^\frac{1}{_2}}\left(\displaystyle\sum_{k=1}^mA_k\right)B_j^{^\frac{1}{_2}}$ for every $ i,j=~1,\cdots,m$.…

We show that the probability that a multilinear polynomial $f$ of independent random variables exceeds its mean by $\lambda$ is at most $e^{-\lambda^2 / (R^q Var(f))}$ for sufficiently small $\lambda$, where $R$ is an absolute constant.…

We extend, in the free probability framework, an invariance principle for multilinear homogeneous sums with low influences recently established in [E. Mossel, R. O'Donnell and K. Oleszkiewicz (2010). Noise stability of functions with low…

It is shown that at least 50% of the probability mass of a sum of independent Rademacher random variables is within one standard deviation from its mean. This lower bound is sharp, it is much better than for instance the bound that can be…

We present a new exponential inequality as a generalization of that of Sung \textit{et al.} \cite{sun2011} for $M$-acceptable random variables, and hence for extended negative ones. Our result is based on the simple real inequality $e^{x}…

Let $A_{p,r}^m(n)$ be the best constant that fulfills the following inequality: for every $m$-homogeneous polynomial $P(z) = \sum_{|\alpha|=m} a_{\alpha} z^{\alpha}$ in $n$ complex variables, $$\big( \sum_{|\alpha|=m} |a_{\alpha}|^{r}…

Let $X_1$, $X_2$,... be a sequence of independent random variables with common distribution function $F$ in the domain of attraction of a Gumbel extreme value distribution and for each integer $n\geq 1$, let $X_{1,n} \leq ... X_{n,n}$…

Let p_n denote the persistence probability that the first n iterated partial sums of integrable, zero-mean, i.i.d. random variables X_k, are negative. We show that p_n is bounded above up to universal constant by the square root of the…

In this paper we investigate the probability distribution of the sum $Y$ of $\ell$ independent identically distributed random variables taking values in $\mathbb{Z}_p$. Our main focus is the regime of small values of $\ell$, which is less…

The notions of almost everywhere (a.e.) domination and its uniform version were introduced and studied in reverse mathematics. This paper studies these notions from a recursion-theoretic point of view and explore their connections to…

We introduce a new model for sums of exchangeable binary random variables. The proposed distribution is an approximation to the exact distributional form, and relies on the theory of completely monotone functions and the Laplace transform…