arXiv subjects

Zhenxia Liu

Publications and source records attributed to Zhenxia Liu.

2 recordsLinked to original sources

arXiv2015

Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials

The longest stretch $L(n)$ of consecutive heads in $n$ i.i.d. coin tosses is seen from the prism of large deviations. We first establish precise asymptotics for the moment generating function of $L(n)$ and then show that there are precisely two large deviation principles, one concerning the behavior of the distribution of $L(n)$ near its nominal value $\log_{1/p} n$ and one away from it. We discuss applications to inference and to logarithmic asymptotics of functionals of $L(n)$.

math.PR↗

arXiv2013

Comparison for upper tail probabilities of random series

Let $\{ξ_n\}$ be a sequence of independent and identically distributed random variables. In this paper we study the comparison for two upper tail probabilities $\mathbb{P}\{\sum_{n=1}^{\infty}a_n|ξ_n|^p\geq r\}$ and $\mathbb{P}\{\sum_{n=1}^{\infty}b_n|ξ_n|^p\geq r\}$ as $r\rightarrow\infty$ with two different real series $\{a_n\}$ and $\{b_n\}.$ The first result is for Gaussian random variables $\{ξ_n\},$ and in this case these two probabilities are equivalent after suitable scaling. The second result is for more general random variables, thus a weaker form of equivalence (namely, logarithmic level) is proved.

math.PR↗