On sums of monotone random integer variables

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

Research output: Contribution to journalArticlepeer-review

Abstract

We say that a random integer variable X is monotone if the modulus of the char-acteristic function of X is decreasing on [0, π]. 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 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.

Original languageEnglish (US)
JournalElectronic Communications in Probability
Volume27
DOIs
StatePublished - 2022

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Keywords

  • Fourier analysis
  • distribution theory
  • integer variables
  • point probabilities

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