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相关论文: Sharp and Simple Bounds for the raw Moments of the…

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We study the $k$:th raw moment of a variable $R$ following the binomial distribution $\text{B}(n, p)$, where $n/k \rightarrow \beta > 0$. It is known that $\mathbb{E}(R^k)$ is bounded both from below and from above by functions of the form…

概率论 · 数学 2025-04-09 Kalle Leppälä

The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. Its mean and variance are known, but results for its median and mode are difficult to obtain, although a few cases have been solved and upper/lower…

概率论 · 数学 2023-09-28 S. R. Mane

Let $X_1,X_2,...,X_n$ be a sequence of independent or locally dependent random variables taking values in $\mathbb{Z}_+$. In this paper, we derive sharp bounds, via a new probabilistic method, for the total variation distance between the…

统计理论 · 数学 2010-10-11 Michael V. Boutsikas , Eutichia Vaggelatou

We generalise the known fact that for binomial $X_{n,k} \sim \mathrm{Bin}(n, k/n)$ one has $\inf_{k>1,n} \mathrm{P}(X_{n,k} \geq k) \geq \lim_{k \to 1+}\mathrm{P}(X_{2,k} \geq k) = 1/4$ to cover probabilities of exceeding a constant shift…

概率论 · 数学 2023-08-11 Tilo Wiklund

Bounds of the accuracy of the normal approximation to the distribution of a sum of independent random variables are improved under relaxed moment conditions, in particular, under the absence of moments of orders higher than the second.…

概率论 · 数学 2015-07-06 V. Yu. Korolev , A. V. Dorofeeva

The factorial moments of the standard Poisson distribution are well known and are simple, but the raw moments are considered to be more complicated (Touchard polynomials). The present note presents a recurrence relation and an explicit…

概率论 · 数学 2023-12-04 S. R. Mane

For an ergodic Brownian diffusion with invariant measure $\nu$, we consider a sequence of empirical distributions ($\nu$n) n$\ge$1 associated with an approximation scheme with decreasing time step ($\gamma$n) n$\ge$1 along an adapted…

概率论 · 数学 2018-10-09 I Honoré

We present nonasymptotic concentration inequalities for sums of independent and identically distributed random variables that yield asymptotic strong Gaussian approximations of Koml\'os, Major, and Tusn\'ady (KMT) [1975,1976]. The constants…

概率论 · 数学 2025-10-01 Ian Waudby-Smith , Martin Larsson , Aaditya Ramdas

Computing the distribution of permanents of random matrices has been an outstanding open problem for several decades. In quantum computing, "anti-concentration" of this distribution is an unproven input for the proof of hardness of the task…

量子物理 · 物理学 2021-04-15 Sepehr Nezami

Sharp upper and lower bounds are established for the modes of the Poisson distribution of order k. The lower bound established in this paper is better than the previously established lower bound. In addition, for k = 2, 3, 4, 5, a recent…

统计理论 · 数学 2013-01-07 Constantinos Georghiou , Andreas N. Philippou , Abolfazl Saghafi

The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. For $k=1$ it is the standard Poisson distribution. Our main result is a proof that for sufficiently small values of the rate parameter $\lambda$,…

概率论 · 数学 2023-10-03 S. R. Mane

One of the difficulties in calculating the capacity of certain Poisson channels is that H(lambda), the entropy of the Poisson distribution with mean lambda, is not available in a simple form. In this work we derive upper and lower bounds…

信息论 · 计算机科学 2010-04-20 Jose A. Adell , Alberto Lekuona , Yaming Yu

An asymptotic expansion for inverse moments of positive binomial and Poisson distributions is derived. The expansion coefficients of the asymptotic series are given by the positive central moments of the distribution. Compared to previous…

统计理论 · 数学 2009-01-16 Marko Znidaric

Let the random variable $Z_{n,k}$ denote the number of increasing subsequences of length $k$ in a random permutation from $S_n$, the symmetric group of permutations of $\{1,...,n\}$. We show that $Var(Z_{n,k_n})=o((EZ_{n,k_n})^2)$ as $…

概率论 · 数学 2007-05-23 Ross Pinsky

The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. For $k=1$ it is the standard Poisson distribution. Our focus in this note is for $k\ge2$. For sufficiently small values of the rate parameter…

概率论 · 数学 2023-09-21 S. R. Mane

We obtain bivariate forms of Gumbel's, Fr\'echet's and Chung's linear inequalities for $P(S\ge u, T\ge v)$ in terms of the bivariate binomial moments $\{S_{i,j}\}$, $1\le i\le k, 1\le j\le l$ of the joint distribution of $(S,T)$. At…

概率论 · 数学 2016-01-19 Qin Ding , Eugene Seneta

For probability distributions on $\mathbb{R}^n$, we study the optimal sample size N = N(n,p) that suffices to uniformly approximate the pth moments of all one-dimensional marginals. Under the assumption that the marginals have bounded 4p…

概率论 · 数学 2014-05-21 Roman Vershynin

We present a simple analysis of k-means|| (Bahmani et al., PVLDB 2012) -- a distributed variant of the k-means++ algorithm (Arthur and Vassilvitskii, SODA 2007). Moreover, the bound on the number of rounds is improved from $O(\log n)$ to…

数据结构与算法 · 计算机科学 2020-07-03 Václav Rozhoň

In this work we design a general method for proving moment inequalities for polynomials of independent random variables. Our method works for a wide range of random variables including Gaussian, Boolean, exponential, Poisson and many…

概率论 · 数学 2012-06-11 Warren Schudy , Maxim Sviridenko

In this note we establish a uniform bound for the distribution of a sum $S_n=X_1+\cdots+X_n$ of independent non-homogeneous Bernoulli trials. Specifically, we prove that $\sigma_n \mathbb{P}(S_n\!=\!j)\leq\eta$ where $\sigma_n$ denotes the…

概率论 · 数学 2019-02-20 Jean-Bernard Baillon , Roberto Cominetti , José Vaisman
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