关于单调随机整数变量的和

IF 0.5 4区 数学 Q4 STATISTICS & PROBABILITY
Anders Aamand, N. Alon, Jakob Bæk Tejs Knudsen, M. Thorup
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引用次数: 1

摘要

我们说一个随机整数变量 $X$ 的特征函数的模是单调的 $X$ 是递减的 $[0,\pi]$。这是许多常见的变量,如伯努利,泊松和几何随机变量的情况。在本注记中,我们提供了独立单调整数变量的和精确达到特定值的概率的估计。我们不假设变量是同分布的。当特定值接近平均值时,我们的估计是尖锐的,但它们在尾部更远的地方就没有用了。通过结合的技巧 \emph{指数倾斜}在随机整数变量的强单调性假设下,我们得到尾部点概率的尖锐估计。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On sums of monotone random integer variables
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.
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来源期刊
Electronic Communications in Probability
Electronic Communications in Probability 工程技术-统计学与概率论
CiteScore
1.00
自引率
0.00%
发文量
38
审稿时长
6-12 weeks
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.
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