相关论文: Optimal binomial, Poisson, and normal left-tail do…

Suppose that the distribution of $X_a$ belongs to a natural exponential family concentrated on the nonegative integers and is such that $\E(z^{X_a})=f(az)/f(a)$. Assume that $\Pr(X_a\leq k)$ has the form $c_k\int_a ^{\infty}u^k\mu(du)$ for…

Abstract In Extreme Value methodology the choice of threshold plays an important role in efficient modelling of observations exceeding the threshold. The threshold must be chosen high enough to ensure an unbiased extreme value index but…

The idea behind Poisson approximation to the binomial distribution was used in [J. de la Cal, F. Luquin, J. Approx. Theory, 68(3), 1992, 322-329] and subsequent papers in order to establish the convergence of suitable sequences of positive…

Let $S$ stand for the usual class of univalent regular functions in the unit disk $U=\{z: |z|<1\}$ normalized by $f(z)=z+a_2z^2+...$ in $U$, and let $S^M$ be its subclass defined by restricting $|f(z)|<M$ in $U$, $M\geq 1$. We consider two…

We consider the limiting distribution of the quantity $X^s/(X+Y)^r$, where $X$ and $Y$ are two independent Binomial random variables with a common success probability and a number of trials $n$ and $m$, respectively, and $r,s$ are positive…

Let $E$ be a bounded open subset of $\mathbb{R}^n$. We study the following questions: For i.i.d. samples $X_1, \dots, X_N$ drawn uniformly from $E$, what is the probability that $\cup_i \mathbf{B}(X_i, \delta)$, the union of $\delta$-balls…

We study learning problems involving arbitrary classes of functions $F$, distributions $X$ and targets $Y$. Because proper learning procedures, i.e., procedures that are only allowed to select functions in $F$, tend to perform poorly unless…

It is well known that if a submartingale $X$ is bounded then the increasing predictable process $Y$ and the martingale $M$ from the Doob decomposition $% X=Y+M$ can be unbounded. In this paper for some classes of increasing convex functions…

We study the probability of Boolean functions with small max influence to become constant under random restrictions. Let $f$ be a Boolean function such that the variance of $f$ is $\Omega(1)$ and all its individual influences are bounded by…

We give an algorithm for properly learning Poisson binomial distributions. A Poisson binomial distribution (PBD) of order $n$ is the discrete probability distribution of the sum of $n$ mutually independent Bernoulli random variables. Given…

Let $X_{i,n},n\in \mathbb{N},1\leq i\leq n$, be a triangular array of independent $\mathbb{R}^d$-valued Gaussian random vectors with correlation matrices $\Sigma_{i,n}$. We give necessary conditions under which the row-wise maxima converge…

Let ($X,Y)$ be a random vector with distribution function $F(x,y),$ and $(X_{1},Y_{1}),(X_{2},Y_{2}),...,(X_{n},Y_{n})$ are independent copies of ($X,Y).$ Let $X_{i:n}$ be the $i$th order statistics constructed from the sample…

Consider a binary mixture model of the form $F_\theta = (1-\theta)F_0 + \theta F_1$, where $F_0$ is standard Gaussian and $F_1$ is a completely specified heavy-tailed distribution with the same support. For a sample of $n$ independent and…

Let $\Omega$ be a countable infinite product $\Omega^\N$ of copies of the same probability space $\Omega_1$, and let ${\Xi_n}$ be the sequence of the coordinate projection functions from $\Omega$ to $\Omega_1$. Let $\Psi$ be a possibly…

The well-known Bennett-Hoeffding bound for sums of independent random variables is refined, by taking into account truncated third moments, and at that also improved by using, instead of the class of all increasing exponential functions,…

Let $X_{1},\ldots ,X_{n}$ be $n$ real-valued dependent random variables. With motivation from Mitra and Resnick (2009), we derive the tail asymptotic expansion for the weighted sum of order statistics $X_{1:n}\leq \cdots \leq X_{n:n}$ of…

Consider a sum $S_n=v_i\varepsilon_1+\cdots+v_n\varepsilon_{n}$, where $(v_i)^{n}_{i=1}$ are non-zero vectors in $\mathbb{R}^{d}$ and $(\varepsilon_i)^{n}_{i=1}$ are independent Rademacher random variables (i.e.,…

We establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-sided exponentials.

We study the distribution of the maximum $M$ of a random walk whose increments have a distribution with negative mean and belonging, for some $\gamma>0$, to a subclass of the class $\mathcal{S}_\gamma$--see, for example, Chover, Ney, and…

The allocation problem for a $d$-dimensional Poisson point process is to find a way to partition the space to parts of equal size, and to assign the parts to the configuration points in a measurable, "deterministic" (equivariant) way. The…