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

Let $X \in \{0,\ldots,n \}$ be a random variable, with mean $\mu$ and standard deviation $\sigma$ and let \[f_X(z) = \sum_{k} \mathbb{P}(X = k) z^k, \] be its probability generating function. Pemantle conjectured that if $\sigma$ is large…

Given a sequence $(X_n)$ of symmetrical random variables taking values in a Hilbert space, an interesting open problem is to determine the conditions under which the series $\sum_{n=1}^\infty X_n$ is almost surely convergent. For…

For a fixed unit vector $a=(a_1,a_2,\ldots,a_n)\in S^{n-1}$, we consider the $2^n$ sign vectors $\varepsilon=(\varepsilon^1,\varepsilon^2,\ldots,\varepsilon^n)\in \{+1,-1\}^n$ and the corresponding scalar products $\varepsilon\cdot…

Let $X$ be a random variable with finite second moment. We investigate the inequality: $P\{|X-E[X]|\le \sqrt{{\rm Var}(X)}\}\ge P\{|Z|\le 1\}$, where $Z$ is a standard normal random variable. We prove that this inequality holds for many…

Let $\{X_n,n\ge1\}$ be a sequence of independent and identically distributed random variables, taking non-negative integer values, and call $X_n$ a $\delta$-record if $X_n>\max\{X_1,...,X_{n-1}\}+\delta$, where $\delta$ is an integer…

Let h_R denote an L ^{\infty} normalized Haar function adapted to a dyadic rectangle R contained in the unit cube in dimension d. We establish a non-trivial lower bound on the L^{\infty} norm of the `hyperbolic' sums $$ \sum _{|R|=2 ^{-n}}…

It is shown that, for any given $p\ge5$, $A>0$ and $B>0$, the exact upper bound on $\mathsf{E}|\sum X_i|^p$ over all independent zero-mean random variables (r.v.'s) $X_1,\ldots,X_n$ such that $\sum\mathsf{E}X_i^2=B$ and…

Self-normalized processes arise naturally in statistical applications. Being unit free, they are not affected by scale changes. Moreover, self-normalization often eliminates or weakens moment assumptions. In this paper we present several…

Randomized approximation algorithms for many #P-complete problems (such as the partition function of a Gibbs distribution, the volume of a convex body, the permanent of a $\{0,1\}$-matrix, and many others) reduce to creating random…

An important tool to quantify the likeness of two probability measures are f-divergences, which have seen widespread application in statistics and information theory. An example is the total variation, which plays an exceptional role among…

We investigate random Bernoulli convolutions, namely, probability measures given by the infinite convolution \[ \mu_\omega = \mathop{\circledast}_{k=1}^{\infty} \left( \frac{\delta_0 + \delta_{\lambda_1 \lambda_2 \ldots \lambda_{k-1}…

The classical Poisson theorem says that if $\xi_1,\xi_2,...$ are i.i.d. 0--1 Bernoulli random variables taking on 1 with probability $p_n\equiv \la/n$ then the sum $S_n=\sum_{i=1}^n\xi_i$ is asymptotically in $n$ Poisson distributed with…

We consider the probability that the random signed sum $\xi_1 v_1 + \dotsb + \xi_n v_n$ lies within a given distance $r$ of the origin, where $v_1,\dotsc,v_n \in \mathbb{R}^d$ are fixed unit vectors and $\xi_1,\dotsc,\xi_n$ are…

Given natural parameters s and r, where $2\leq s\leq r$, we consider the distribution of a random variable $\xi=\sum\limits_{k=1}^{\infty}s^{-k}\xi_k\equiv\Delta^{r_s}_{\xi_1\xi_2...\xi_k...},$ where $(\xi_k)$ is a sequence of independent…

Let $\Omega\subset{\mathbb R}^2$ be a bounded domain on which Hardy's inequality holds. We prove that $[\exp(u^2)-1]/\delta^2\in L^1(\Omega)$ if $u\in H^1_0(\Omega)$, where $\delta$ denotes the distance to $\partial\Omega$. The…

Various methods of summation for divergent series of real numbers have been generalized to analogous results for sums of iid random variables. The natural extension of results corresponding to Ces\`aro summation amounts to proving almost…

We establish asymptotic normality of weighted sums of periodograms of a stationary linear process where weights depend on the sample size. Such sums appear in numerous statistical applications and can be regarded as a discretized versions…

Given a finite set of integers $A$, its sumset is $A+A:= \{a_i+a_j \mid a_i,a_j\in A\}$. We examine $|A+A|$ as a random variable, where $A\subset I_n = [0,n-1]$, the set of integers from 0 to $n-1$, so that each element of $I_n$ is in $A$…

Estimating the normalizing constant of an unnormalized probability distribution has important applications in computer science, statistical physics, machine learning, and statistics. In this work, we consider the problem of estimating the…

We establish a lower bound on the entropy of weighted sums of (possibly dependent) random variables $(X_1, X_2, \dots, X_n)$ possessing a symmetric joint distribution. Our lower bound is in terms of the joint entropy of $(X_1, X_2, \dots,…