Anders Aamand, N. Alon, Jakob Bæk Tejs Knudsen, M. Thorup
{"title":"关于单调随机整数变量的和","authors":"Anders Aamand, N. Alon, Jakob Bæk Tejs Knudsen, M. Thorup","doi":"10.1214/22-ecp500","DOIUrl":null,"url":null,"abstract":"We say that a random integer variable $X$ is monotone if the modulus of the characteristic function of $X$ is decreasing on $[0,\\pi]$. This is the case for many commonly encountered variables, e.g., Bernoulli, Poisson and geometric random variables. In this note, we provide estimates for the probability that the sum of independent monotone integer variables attains precisely a specific value. We do not assume that the variables are identically distributed. Our estimates are sharp when the specific value is close to the mean, but they are not useful further out in the tail. By combining with the trick of \\emph{exponential tilting}, we obtain sharp estimates for the point probabilities in the tail under a slightly stronger assumption on the random integer variables which we call strong monotonicity.","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":" ","pages":""},"PeriodicalIF":0.5000,"publicationDate":"2021-04-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"On sums of monotone random integer variables\",\"authors\":\"Anders Aamand, N. Alon, Jakob Bæk Tejs Knudsen, M. Thorup\",\"doi\":\"10.1214/22-ecp500\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We say that a random integer variable $X$ is monotone if the modulus of the characteristic function of $X$ is decreasing on $[0,\\\\pi]$. This is the case for many commonly encountered variables, e.g., Bernoulli, Poisson and geometric random variables. In this note, we provide estimates for the probability that the sum of independent monotone integer variables attains precisely a specific value. We do not assume that the variables are identically distributed. Our estimates are sharp when the specific value is close to the mean, but they are not useful further out in the tail. By combining with the trick of \\\\emph{exponential tilting}, we obtain sharp estimates for the point probabilities in the tail under a slightly stronger assumption on the random integer variables which we call strong monotonicity.\",\"PeriodicalId\":50543,\"journal\":{\"name\":\"Electronic Communications in Probability\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.5000,\"publicationDate\":\"2021-04-08\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Electronic Communications in Probability\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1214/22-ecp500\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Electronic Communications in Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/22-ecp500","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
We say that a random integer variable $X$ is monotone if the modulus of the characteristic function of $X$ is decreasing on $[0,\pi]$. This is the case for many commonly encountered variables, e.g., Bernoulli, Poisson and geometric random variables. In this note, we provide estimates for the probability that the sum of independent monotone integer variables attains precisely a specific value. We do not assume that the variables are identically distributed. Our estimates are sharp when the specific value is close to the mean, but they are not useful further out in the tail. By combining with the trick of \emph{exponential tilting}, we obtain sharp estimates for the point probabilities in the tail under a slightly stronger assumption on the random integer variables which we call strong monotonicity.
期刊介绍:
The Electronic Communications in Probability (ECP) publishes short research articles in probability theory. Its sister journal, the Electronic Journal of Probability (EJP), publishes full-length articles in probability theory. Short papers, those less than 12 pages, should be submitted to ECP first. EJP and ECP share the same editorial board, but with different Editors in Chief.