Related papers: A note on sums of independent random variables
In this document, we make a round up of the theory of asymptotic normality of sums of associated random variables, in a coherent approach in view of further contributions for new researchers in the field. (Version 01)
It is well known that while the independence of random variables implies zero correlation, the opposite is not true. Namely, uncorrelated random variables are not necessarily independent. In this note we show that the implication could be…
We suggest approximating the distribution of the sum of independent and identically distributed random variables with a Pareto-like tail by combining extreme value approximations for the largest summands with a normal approximation for the…
We provide a new extension of Breiman's Theorem on computing tail probabilities of a product of random variables to a multivariate setting. In particular, we give a complete characterization of regular variation on cones in $[0,\infty)^d$…
In this paper, we establish a local limit theorem for linear fields of random variables constructed from independent and identically distributed innovations each with finite second moment. When the coefficients are absolutely summable we do…
The lambda-dilate of a set A is lambda*A={lambda a : a \in A}. We give an asymptotically sharp lower bound on the size of sumsets of the form lambda_1*A+...+lambda_k*A for arbitrary integers lambda_1,...,lambda_k and integer sets A. We also…
In this article, we give two different sufficient conditions for the irreducibility of a polynomial of more than one variable, over the field of complex numbers, that can be written as a sum of two polynomials which depend on mutually…
This note studies the asymptotic properties of the variable $$Z_d:=\frac{X_1}{d}|\{X_1+X_2=d\},$$ as $d\to \infty$. Here $X_1$ and $X_2$ are non-negative i.i.d. variables with a common twice differentiable density function $f$. General…
A strictly stationary sequence of random variables is constructed with the following properties: (i) the random variables take the values -1 and +1 with probability 1/2 each, (ii) every five of the random variables are independent, (iii)…
In the paper, we investigate the asymptotic behaviors of the randomly weighted sums with upper tail asymptotically independent increments under new conditions without requiring moment assumptions on random weights.An application of the…
In this note, we derive non trivial sharp bounds related to the weighted harmonic-geometric-arithmetic means inequalities, when two out of the three terms are known. As application, we give an explicit bound for the trace of the inverse of…
In this paper we show under weak assumptions that for $R\stackrel{d}{=}1+M_1+M_1M_2+\ldots$, where $P(M\in[0,1])=1$ and $M_i$ are independent copies of $M$, we have $\ln P(R>x)\sim C\, x\ln P(M>1-\frac1x)$ as $x\to\infty$. The constant $C$…
Two-sided statistical tests and p-values are well defined only when the test statistic in question has a symmetric distribution. A new two-sided p-value called conditional p-value $P_C$ is introduced here. It is closely related to the…
We derive two-sided estimates on moments and tails of Gaussian chaoses, that is, random variables of the form $\sum a_{i_1,...,i_d}g_{i_1}... g_{i_d}$, where $g_i$ are i.i.d. ${\mathcal{N}}(0,1)$ r.v.'s. Estimates are exact up to constants…
We extend Hoggar's theorem that the sum of two independent discrete-valued log-concave random variables is itself log-concave. We introduce conditions under which the result still holds for dependent variables. We argue that these…
Exponential tail bounds for sums play an important role in statistics, but the example of the $t$-statistic shows that the exponential tail decay may be lost when population parameters need to be estimated from the data. However, it turns…
We propose a variational tail bound for norms of random vectors under moment assumptions on their one-dimensional marginals. A simplified version of the bound that parametrizes the ``aggregating distribution'' using a certain pushforward of…
Almost 10 years ago, Impagliazzo and Kabanets (2010) gave a new combinatorial proof of Chernoff's bound for sums of bounded independent random variables. Unlike previous methods, their proof is constructive. This means that it provides an…
Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…
The work of this paper is devoted to obtaining strong laws for intermediately trimmed sums of random variables with infinite means. Particularly, we provide conditions under which the intermediately trimmed sums of independent but not…