相关论文: Edgeworth expansion for Bernoulli weighted mean

A sequential importance sampling algorithm is developed for the distribution that results when a matrix of independent, but not identically distributed, Bernoulli random variables is conditioned on a given sequence of row and column sums.…

We study accuracy of bootstrap procedures for estimation of quantiles of a smooth function of a sum of independent sub-Gaussian random vectors. We establish higher-order approximation bounds with error terms depending on a sample size and a…

Let \{X_1, X_2, ...\} be a sequence of independent and identically distributed positive random variables of Pareto-type with index \alpha>0 and let \{N(t); t\geq 0\} be a counting process independent of the X_i's. For any fixed t\geq 0,…

In this paper, we give various identities for the weighted average of the product of generalized Anderson-Apostol sums with weights concerning completely multiplicative function, completely additive function, logarithms, the Gamma function,…

We show that the distribution of (a suitable rescaling of) a single eigenvalue gap $\lambda_{i+1}(M_n)-\lambda_i(M_n)$ of a random Wigner matrix ensemble in the bulk is asymptotically given by the Gaudin-Mehta distribution, if the Wigner…

We investigate the asymptotic normality of the posterior distribution in the discrete setting, when model dimension increases with sample size. We consider a probability mass function $\theta_0$ on $\mathbbm{N}\setminus \{0\}$ and a…

We study higher order expansions both in the Berry-Ess\'een estimate (Edgeworth expansions) and in the local limit theorems for Birkhoff sums of chaotic probability preserving dynamical systems. We establish general results under technical…

We modify the classical Bernstein's inequality for the sums of independent centered random variables (r.v.) in the terms of relative tails or moments. We built also some examples in order to show the exactness of offered results.

In this work, we study the weighted empirical risk minimization (weighted ERM) schema, in which an additional data-dependent weight function is incorporated when the empirical risk function is being minimized. We show that under a general…

A variational formula for the Cram\'er transform of series of weighted, independent symmetric Bernoulli random variables (Rademacher series) is given.

Let $\BS_1,...,\BS_n$ be independent identically distributed random variables each having the standardized Bernoulli distribution with parameter $p\in(0,1)$. Let $m_*(p):=(1+p+2p^2)/(2\sqrt{p-p^2}+4p^2)$ if $0<p\le 1/2$ and $m_*(p):=1$ if…

Recently, the so-called Hermite-Hadamard inequality for (operator) convex functions with one variable has known extensive several developments by virtue of its nice properties and various applications. The fundamental target of this paper…

The complete convergence for weighted sums of sequences of independent, identically distributed random variables under sublinear expectations space was studied. By moment inequality and truncation methods, we establish the equivalent…

The purpose of this paper is twofold. First, we present a conjecture to the effect that the ranks of the syzygy modules of a smooth projective variety become normally distributed as the positivity of the embedding line bundle grows. Then,…

We show a symmetric Markov diffusion semigroup satisfies a weighted contractivity condition if and only if a $L^2$-Hardy inequality holds, and we give a Bakry-\'Emery type criterion for the former. We then give some applications.

We propose new concentration inequalities for self-normalized martingales. The main idea is to introduce a suitable weighted sum of the predictable quadratic variation and the total quadratic variation of the martingale. It offers much more…

We consider a generalized model with SU(3)-invariant R-matrix, and review the nested Bethe Ansatz for constructing eigenvectors of the transfer matrix. A sum formula for the scalar product between generic Bethe vectors, originally obtained…

This paper aims to characterize the function appearing in the weighted Hermite-Hadamard inequality. We provide improved inequalities for the weighted means as applications of the obtained results. Modifications of the weighted…

A variety of problems in random-effects meta-analysis arise from the conventional $Q$ statistic, which uses estimated inverse-variance (IV) weights. In previous work on standardized mean difference and log-odds-ratio, we found superior…

Let X, X_1,X_2,... be a sequence of i.i.d. random variables with mean $\mu=E X$. Let ${v_1^{(n)},...,v_n^{(n)}}_{n=1}^\infty$ be vectors of non-negative random variables (weights), independent of the data sequence…