scholarly journals Zero-free neighborhoods around the unit circle for Kac polynomials

Author(s):  
Gerardo Barrera ◽  
Paulo Manrique

AbstractIn this paper, we study how the roots of the Kac polynomials $$W_n(z) = \sum _{k=0}^{n-1} \xi _k z^k$$ W n ( z ) = ∑ k = 0 n - 1 ξ k z k concentrate around the unit circle when the coefficients of $$W_n$$ W n are independent and identically distributed nondegenerate real random variables. It is well known that the roots of a Kac polynomial concentrate around the unit circle as $$n\rightarrow \infty $$ n → ∞ if and only if $${\mathbb {E}}[\log ( 1+ |\xi _0|)]<\infty $$ E [ log ( 1 + | ξ 0 | ) ] < ∞ . Under the condition $${\mathbb {E}}[\xi ^2_0]<\infty $$ E [ ξ 0 2 ] < ∞ , we show that there exists an annulus of width $${\text {O}}(n^{-2}(\log n)^{-3})$$ O ( n - 2 ( log n ) - 3 ) around the unit circle which is free of roots with probability $$1-{\text {O}}({(\log n)^{-{1}/{2}}})$$ 1 - O ( ( log n ) - 1 / 2 ) . The proof relies on small ball probability inequalities and the least common denominator used in [17].

Metrika ◽  
2021 ◽  
Author(s):  
Krzysztof Jasiński

AbstractIn this paper, we study the number of failed components of a coherent system. We consider the case when the component lifetimes are discrete random variables that may be dependent and non-identically distributed. Firstly, we compute the probability that there are exactly i, $$i=0,\ldots ,n-k,$$ i = 0 , … , n - k , failures in a k-out-of-n system under the condition that it is operating at time t. Next, we extend this result to other coherent systems. In addition, we show that, in the most popular model of independent and identically distributed component lifetimes, the obtained probability corresponds to the respective one derived in the continuous case and existing in the literature.


1975 ◽  
Vol 12 (1) ◽  
pp. 155-158 ◽  
Author(s):  
M. Goldstein

Let X1, X2, · ··, Xn be independent random variables such that ai ≦ Xi ≦ bi, i = 1,2,…n. A class of upper bounds on the probability P(S−ES ≧ nδ) is derived where S = Σf(Xi), δ > 0 and f is a continuous convex function. Conditions for the exponential convergence of the bounds are discussed.


Author(s):  
José Correa ◽  
Paul Dütting ◽  
Felix Fischer ◽  
Kevin Schewior

A central object of study in optimal stopping theory is the single-choice prophet inequality for independent and identically distributed random variables: given a sequence of random variables [Formula: see text] drawn independently from the same distribution, the goal is to choose a stopping time τ such that for the maximum value of α and for all distributions, [Formula: see text]. What makes this problem challenging is that the decision whether [Formula: see text] may only depend on the values of the random variables [Formula: see text] and on the distribution F. For a long time, the best known bound for the problem had been [Formula: see text], but recently a tight bound of [Formula: see text] was obtained. The case where F is unknown, such that the decision whether [Formula: see text] may depend only on the values of the random variables [Formula: see text], is equally well motivated but has received much less attention. A straightforward guarantee for this case of [Formula: see text] can be derived from the well-known optimal solution to the secretary problem, where an arbitrary set of values arrive in random order and the goal is to maximize the probability of selecting the largest value. We show that this bound is in fact tight. We then investigate the case where the stopping time may additionally depend on a limited number of samples from F, and we show that, even with o(n) samples, [Formula: see text]. On the other hand, n samples allow for a significant improvement, whereas [Formula: see text] samples are equivalent to knowledge of the distribution: specifically, with n samples, [Formula: see text] and [Formula: see text], and with [Formula: see text] samples, [Formula: see text] for any [Formula: see text].


Author(s):  
R. A. Maller

AbstractThe main purpose of the paper is to give necessary and sufficient conditions for the almost sure boundedness of (Sn – αn)/B(n), where Sn = X1 + X2 + … + XmXi being independent and identically distributed random variables, and αnand B(n) being centering and norming constants. The conditions take the form of the convergence or divergence of a series of a geometric subsequence of the sequence P(Sn − αn > a B(n)), where a is a constant. The theorem is distinguished from previous similar results by the comparative weakness of the subsidiary conditions and the simplicity of the calculations. As an application, a law of the iterated logarithm general enough to include a result of Feller is derived.


1977 ◽  
Vol 14 (1) ◽  
pp. 75-88 ◽  
Author(s):  
Lajos Takács

In 1952 Pollaczek discovered a remarkable formula for the Laplace-Stieltjes transforms of the distributions of the ordered partial sums for a sequence of independent and identically distributed real random variables. In this paper Pollaczek's result is proved in a simple way and is extended for a semi-Markov sequence of real random variables.


1968 ◽  
Vol 5 (1) ◽  
pp. 72-83 ◽  
Author(s):  
M. S. Ali Khan ◽  
J. Gani

Moran's [1] early investigations into the theory of storage systems began in 1954 with a paper on finite dams; the inputs flowing into these during consecutive annual time-intervals were assumed to form a sequence of independent and identically distributed random variables. Until 1963, storage theory concentrated essentially on an examination of dams, both finite and infinite, fed by inputs (discrete or continuous) which were additive. For reviews of the literature in this field up to 1963, the reader is referred to Gani [2] and Prabhu [3].


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