相关论文: Improved Tail Estimates for the Distribution of Qu…

We consider quadratic Weyl sums $S_N(x;\alpha,\beta)=\sum_{n=1}^N \exp\!\left[2\pi i\left( \left(\tfrac{1}{2}n^2+\beta n\right)\!x+\alpha n\right)\right]$ for $(\alpha,\beta)\in\mathbb{Q}^2$, where $x\in\mathbb{R}$ is randomly distributed…

We improve the standard Weyl estimate for quartic exponential sums in which the argument is a quadratic irrational. Specifically we show that \[\sum_{n\le N} e(\alpha n^4)\ll_{\ep,\alpha}N^{5/6+\ep}\] for any $\ep>0$ and any quadratic…

It is shown, subject to the abc-conjecture, that \[\sum_{n\le N}\exp(2\pi i\alpha n^3)\ll_{\epsilon,\alpha}N^{5/7+\epsilon}\] for any $\epsilon>0$ and any quadratic irrational $\alpha$.

In this work, we investigate how to develop sharp concentration inequalities for sub-Weibull random variables, including sub-Gaussian and sub-exponential distributions. Although the random variables may not be sub-Guassian, the tail…

We show that $$\bigg\|\sup_{0 < t < 1} \big|\sum_{n=1}^{N} e^{2\pi i (n(\cdot) + n^2 t)}\big| \bigg\|_{L^{4}([0,1])} \leq C_{\epsilon} N^{3/4 + \epsilon}$$ and discuss some applications to the theory of large values of Weyl sums. This…

In this paper, we obtain the maximal estimate for the Weyl sums on the torus $\mathbb{T}^d$ with $d\geq 2$, which is sharp up to the endpoint. We also consider two variants of this problem which include the maximal estimate along the…

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…

We study the almost surely finite random variable $S$ defined by the distributional fixed-point equation \[ S \stackrel{d}{=} 1 + \max\{US', (1-U)S''\}, \qquad U \sim \mathrm{Unif}(0,1), \] where $S'$ and $S''$ are independent copies of…

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…

Let $q$ be a prime, $P \geq 1$ and let $N_q(P)$ denote the number of rational primes $p \leq P$ that split in the imaginary quadratic field $\mathbb{Q}(\sqrt{-q})$. The first part of this paper establishes various unconditional and…

Hardy and Littlewood's approximate functional equation for quadratic Weyl sums (theta sums) provides, by iterative application, a powerful tool for the asymptotic analysis of such sums. The classical Jacobi theta function, on the other…

In this work, we propose a class of importance sampling (IS) estimators for estimating the right tail probability of a sum of continuous random variables based on a change of variables to $L^1$ polar coordinates in which the radial and…

We consider the estimation of small probabilities or other risk quantities associated with rare but catastrophic events. In the model-based literature, much of the focus has been devoted to efficient Monte Carlo computation or analytical…

For a distribution $F^{*\tau}$ of a random sum $S_{\tau}=\xi_1+...+\xi_{\tau}$ of i.i.d. random variables with a common distribution $F$ on the half-line $[0,\infty)$, we study the limits of the ratios of tails…

The authors announce a general tail estimate, called a decoupling inequality, for a symmetrized sum of non-linear $k$-correlations of $n>k$ independent random variables.

We show that in a large class of stochastic volatility models with additional skew-functions (local-stochastic volatility models) the tails of the cumulative distribution of the log-returns behave as exp(-c|y|), where c is a positive…

In this paper, we are interested in the problem of scattering by strictly convex obstacles in the plane. We provide an upper bound for the number $N(r,\gamma)$ of resonances in the box $\{r \le \Re(\lambda) \le r + 1$; $\Im(\lambda) \ge -…

Consider the linear nonhomogeneous fixed point equation R =_d sum_{i=1}^N C_i R_i + Q, where (Q,N,C_1,...,C_N) is a random vector with N in{0,1,2,3,...}U{infty}, {C_i}_{i=1}^N >= 0, P(|Q|>0) > 0, and {R_i}_{i=1}^N is a sequence of i.i.d.…

Let $X$ be the number of $k$-term arithmetic progressions contained in the $p$-biased random subset of the first $N$ positive integers. We give asymptotically sharp estimates on the logarithmic upper-tail probability $\log \Pr(X \ge E[X] +…

The approach used by Kalashnikov and Tsitsiashvili for constructing upper bounds for the tail distribution of a geometric sum with subexponential summands is reconsidered. By expressing the problem in a more probabilistic light, several…