相关论文: Exponential Bounds for Random Sums
In this work, we study convergence in probability and almost sure convergence for weighted partial sums of random variables that are related to the class of generalized Oppenheim expansions. It is worth noting that the random variables…
Exponential distributions appear in a wide range of applications including chemistry, nuclear physics, time series analyses, and stock market trends. There are conceivable circumstances in which one would be interested in the cumulative…
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…
A novel, non-trivial, probabilistic upper bound on the entropy of an unknown one-dimensional distribution, given the support of the distribution and a sample from that distribution, is presented. No knowledge beyond the support of the…
We prove the following exponential inequality: Let $n\geq 1$ and let $X_1,...,X_n$ be $n$ independent identically distributed symmetric real-valued random variables. For any $x,y>0$, we have \[\mathbb{P}\big({X_1+...+X_n}\geq x,\,…
We obtain new bounds on complete rational exponential sums with sparse polynomials modulo a prime, under some mild conditions on the degrees of the monomials of such polynomials. These bounds, when they apply, give explicit versions of a…
In this paper we characterize the limiting behavior of sums of extreme values of long range dependent sequences defined as functionals of linear processes with finite variance. The extremal sums behave completely different by compared to…
This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit…
The distribution function of the sum of i.i.d. random variables of the special form is considered. Such sum describes messages posterior probabilities for random coding in binary symmetric channel. Close non-asymptotic lower and upper…
We obtain the distribution of the maximal average in a sequence of independent identically distributed exponential random variables. Surprisingly enough, it turns out that the inverse distribution admits a simple closed form. An application…
The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…
We extend some methods of bounding exponential sums of the type $\displaystyle\sum_{n\le N}e^{2\pi iag^n/p}$ to deal with the case when $g$ is not necessarily a primitive root. We also show some recent results of Shkredov concerning…
We study exponential sums of the form $\sum_{n=1}^N e^{2\pi i a b^n/m}$ for non-zero integers $a,b,m$. Classically, non-trivial bounds were known for $N\ge \sqrt{m}$ by Korobov, and this range has been extended significantly by Bourgain as…
In this note, an upper bound for the sum of fractional parts of certain smooth functions is established. Such sums arise naturally in numerous problems of analytic number theory. The main feature is here an improvement of the main term due…
A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…
In this paper, we study the risk bounds for samples independently drawn from an infinitely divisible (ID) distribution. In particular, based on a martingale method, we develop two deviation inequalities for a sequence of random variables of…
This paper provides a technique for evaluating some nonlinear Gaussian sums in closed forms. The evaluation is obtained from the known values of simpler exponential sums.
We bound an exponential sum that appears in the study of irregularities of distribution (the low-frequency Fourier energy of the sum of several Dirac measures) by geometric quantities: a special case is that for all $\left\{ x_1, \dots,…
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.…
We derive new bounds of the remainder in a combinatorial central limit theorem without assumptions on independence and existence of moments of summands. For independent random variables our theorems imply Esseen and Berry-Esseen type…