Zobrazeno 1 - 10
of 43
pro vyhledávání: '"60E15, 60G50"'
Autor:
Latała, Rafał
Publikováno v:
High Dimensional Probability IX, The Ethereal Volume, Prog. Probab. 80, 325-344, Birkh\"auser, Cham 2023
We discuss the method of bounding suprema of canonical processes based on the inclusion of their index set into a convex hull of a well-controlled set of points. While the upper bound is immediate, the reverse estimate was established to date only fo
Externí odkaz:
http://arxiv.org/abs/2204.09463
We obtain Rosenthal-type inequalities with sharp constants for moments of sums of independent random variables which are mixtures of a fixed distribution. We also identify extremisers in log-concave settings when the moments of summands are individua
Externí odkaz:
http://arxiv.org/abs/2203.04139
Autor:
Götze, Friedrich, Zaitsev, Andrei Yu.
Publikováno v:
Mathematics, 2022, 10(10), 1740
The paper deals with studying a connection of the Littlewood--Offord problem with estimating the concentration functions of some symmetric infinitely divisible distributions.
Comment: 7 pages. arXiv admin note: substantial text overlap with arXi
Comment: 7 pages. arXiv admin note: substantial text overlap with arXi
Externí odkaz:
http://arxiv.org/abs/2112.12574
Autor:
Li, Jiawei, Tkocz, Tomasz
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.
Externí odkaz:
http://arxiv.org/abs/2109.14387
Autor:
Götze, Friedrich, Zaitsev, Andrei Yu.
Publikováno v:
Zapiski Nauchnykh Seminarov POMI, 2021, v.501, 118-125 (in Russian)
The aim of the present work is to provide a supplement to the authors' paper (2018). It is shown that our results on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the estimates of the
Externí odkaz:
http://arxiv.org/abs/2109.11845
Publikováno v:
Proc. Amer. Math. Soc. 150 (2022), no. 3, 1339-1349
We provide a generalisation of Pinelis' Rademacher-Gaussian tail comparison to complex coefficients. We also establish uniform bounds on the probability that the magnitude of weighted sums of independent random vectors uniform on Euclidean spheres wi
Externí odkaz:
http://arxiv.org/abs/2106.02421
Autor:
Götze, Friedrich, Zaitsev, Andrei Yu.
Publikováno v:
Theory Probab. Appl., v. 62, no.1 (2022), 3-22 (in Russian); English translation Theory Probab. Appl. 67, No. 1, 1-16 (2022)
The aim of the present work is to show that recent results of the authors on the approximation of distributions of sums of independent summands by the infinitely divisible laws on convex polyhedra can be shown via an alternative class of approximatin
Externí odkaz:
http://arxiv.org/abs/2006.01942
Publikováno v:
Zapiski Nauchnykh Seminarov POMI, 2019, v.486, 71-85 (in Russian);English translation in J. Math. Sci. (N. Y.), 258 (2021), 782-792
The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by infinitely divisible laws may be transferred to the estimation of the closeness of distributions on conv
Externí odkaz:
http://arxiv.org/abs/1912.13296
Autor:
Götze, Friedrich, Zaitsev, Andrei Yu.
Publikováno v:
Zapiski Nauchnykh Seminarov POMI, 2018, v.474, 108-117 (in Russian);English translation in J. Math. Sci. (N. Y.), 251 (2020), 67-73
The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the estimates of the proximity of sequential convolutions of
Externí odkaz:
http://arxiv.org/abs/1812.07473
Autor:
Pelekis, Christos, Ramon, Jan
We provide a systematic approach to deal with the following problem. Let $X_1,\ldots,X_n$ be, possibly dependent, $[0,1]$-valued random variables. What is a sharp upper bound on the probability that their sum is significantly larger than their mean?
Externí odkaz:
http://arxiv.org/abs/1507.06871