On sums of monotone random integer variables

DOI10.1214/22-ECP500zbMATH Open1506.60020arXiv2104.03721MaRDI QIDQ2679641FDOQ2679641

Authors: Anders Aamand, Noga Alon, Jakob Bæk Tejs Houen, Mikkel Thorup 

Publication date: 23 January 2023

Published in: Electronic Communications in Probability (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/2104.03721

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zbMATH Keywords

distribution theoryFourier analysisinteger variablespoint probabilities

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10)

Cites Work

• Title not available (Why is that?)
• The Probability in the Extreme Tail of a Convolution
• A local limit theorem for large deviations of sums of independent, nonidentically distributed random variables
• Sharp asymptotics of large deviations in \(\mathbb{R}^ d\)
• Edgeworth expansions for independent bounded integer valued random variables
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Cited In (3)

• Asymptotic behavior of increments of sums over monotone blocks
• The monotonicity of the threshold detection probability in a stochastic accumulation process
• On the monotonicity of tail probabilities

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