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

Approximations to sums of stationary and ergodic sequences by martingales are investigated. Necessary and sufficient conditions for such sums to be asymptotically normal conditionally given the past up to time 0 are obtained. It is first…

An integer-valued polynomial $P(x,y,z)$ is said to be universal (over $\mathbb Z$) if each nonnegative integer can be written as $P(x,y,z)$ with $x,y,z\in\mathbb Z$. In this paper, we mainly introduce a new technique to determine the…

Let ${\bf L}$ be the unit exponential random variable and ${\bf Z}_\alpha$ the standard positive $\alpha$-stable random variable. We prove that $\{(1-\alpha) \alpha^{\gamma_\alpha} {\bf Z}_\alpha^{-\gamma_\alpha}, 0< \alpha <1\}$ is…

Let $\alpha>0$ be a constant, let $\ell\ge0$ be an integer, and let $\Gamma(z)$ denote the classical Euler gamma function. With the help of the integral representation for the Riemann zeta function $\zeta(z)$, by virtue of a monotonicity…

Let $f_1, f_2, ..., f_n$ be a family of independent copies of a given random variable f in a probability space $(\Omega, \mathcal{F}, \mu)$. Then, the following equivalence of norms holds whenever $1 \le q \le p < \infty$…

Let $\prec$ be the product order on $\mathbb{R}^k$ and assume that $X_1,X_2,\ldots,X_n$ ($n\geq3$) are i.i.d. random vectors distributed uniformly in the unit hypercube $[0,1]^k$. Let $S$ be the (random) set of vectors in $\mathbb{R}^k$…

A real number is called simply normal to base $b$ if its base-$b$ expansion has each digit appearing with average frequency tending to $1/b$. In this article, we discover a relation between the frequency that the digit $1$ appears in the…

We show that when $\set{X_j}$ is a sequence of independent (but not necessarily identically distributed) random variables which satisfies a condition similar to the Lindeberg condition, the properly normalized geometric sum…

Consider the random polytope, that is given by the convex hull of a Poisson point process on a smooth convex body in $\mathbb{R}^d$. We prove central limit theorems for continuous motion invariant valuations including the Will's functional…

We define a family {$\gamma(P)$} of generalized Euler constants indexed by finite sets of primes $P$ and study their distribution. These arise from partial sums of reciprocals of integers not divisible by any prime in $P$. An apparent…

Let $(a_n), (b_n)$ be linear recursive sequences of integers with characteristic polynomials $A(X),B(X)\in \mathbb{Z}[X]$ respectively. Assume that $A(X)$ has a dominating and simple real root $\alpha$, while $B(X)$ has a pair of conjugate…

Let $b(x)$ be the probability that a sum of independent Bernoulli random variables with parameters $p_1, p_2, p_3, \ldots \in [0,1)$ equals $x$, where $\lambda := p_1 + p_2 + p_3 + \cdots$ is finite. We prove two inequalities for the…

We show that an almost trivial inequality for the first and second mean of a random variable can be used to give non-trivial improvements on deep results. As applications we improve on results on lower bounds for the Riemann zeta-function…

Let $f:\mathbb{R}^k\to \mathbb{R}$ be a measurable function, and let $\{U_i\}_{i\in\mathbb{N}}$ be a sequence of i.i.d. random variables. Consider the random process $Z_i=f(U_{i},...,U_{i+k-1})$. We show that for all $\ell$, there is a…

Let $X_1,X_2,...$ be independent random variables with zero means and finite variances, and let $S_n=\sum_{i=1}^nX_i$ and $V^2_n=\sum_{i=1}^nX^2_i$. A Cram\'{e}r type moderate deviation for the maximum of the self-normalized sums…

Let $\alpha$ be a Steinhaus or a Rademacher random multiplicative function. For a wide class of multiplicative functions $f$ we show that the sum $\sum_{n \le x}\alpha(n) f(n)$, normalised to have mean square $1$, has a non-Gaussian…

Over the past few years, a family of interesting new inequalities for the entropies of sums and differences of random variables has been developed by Ruzsa, Tao and others, motivated by analogous results in additive combinatorics. The…

The article studies the almost surely asymptotics of extreme values $\bar{\xi}_n = \max_{1\leq i \leq n} \xi_i$, where $ \xi , \xi_1 , \xi_2 , \ldots$ are discrete identically distributed random variables. One of the main results on this…

We investigate the strength of a randomness notion $\mathcal R$ as a set-existence principle in second-order arithmetic: for each $Z$ there is an $X$ that is $\mathcal R$-random relative to $Z$. We show that the equivalence between…

We propose several exponential inequalities for self-normalized martingales similar to those established by De la Pe\~{n}a. The keystone is the introduction of a new notion of random variable heavy on left or right. Applications associated…