\documentclass[12pt]{article} \usepackage{amsmath, mleftright, amssymb, amsthm, nicefrac, etoolbox, xparse, geometry, enumitem, mathtools, } \mleftright \usepackage[colorlinks=true]{hyperref} \geometry{margin=1in} \usepackage[sort,capitalize]{cleveref} \newcommand{\creflastconjunction}{, and\nobreakspace} \crefformat{equation}{(#2#1#3)} \crefname{enumi}{item}{items} \crefname{equation}{}{} \theoremstyle{plain} \newtheorem{theorem}{Theorem}[section] \newtheorem{lemma}[theorem]{Lemma} \newtheorem{proposition}[theorem]{Proposition} \newtheorem{corollary}[theorem]{Corollary} \newtheorem{example}[theorem]{Example} \newtheorem{setting}[theorem]{Setting} \newtheorem{conjecture}[theorem]{Conjecture} \theoremstyle{remark} \newtheorem{remark}[theorem]{Remark} \theoremstyle{definition} \newtheorem{definition}[theorem]{Definition} \numberwithin{equation}{section} %%% \input{commands.tex} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \begin{document} % % % \title{Article template} % % % \author{ Joshua Lee Padgett$^{1,2}$ \bigskip \\ \small{$^1$ Department of Mathematical Sciences, University of Arkansas,} \vspace{-0.1cm}\\ \small{Arkansas, USA, e-mail: \texttt{padgett@uark.edu}} \smallskip \\ \small{$^2$ Center for Astrophysics, Space Physics, and Engineering Research,} \vspace{-0.1cm}\\ \small{Baylor University, Texas, USA, e-mail: \texttt{padgett@uark.edu}} } % % % \date{\today} % % % \maketitle \begin{abstract} % Abstract goes here\dots % \end{abstract} % % % \tableofcontents % % % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \section{Introduction} \label{sec:intro} % % % Add an appropriate introduction\dots % % % % % \section{Monte Carlo approximations} \label{sec:monte_carlo} % % % \begin{athm}{lemma}{Lp_monte_carlo} % Let $p \in (2,\infty)$, $n \in \N$, let $ ( \Omega, \cF, \P ) $ be a probability space, and let $ X_i \colon \Omega \to \R $, $ i \in \{1, 2, \dots, n\} $, be i.i.d.\ random variables with $\E[ \abs{ X_1 } ] < \infty$. % % Then it holds that % \begin{equation} \pr[\Big]{ \E \br[\pig]{ \abs[\big]{ \E[X_1] - \tfrac{1}{n} \pr[\big]{ \smallsum_{ i = 1 }^{ n } X_{ i } } }^p } }^{\!\!\nicefrac{1}{p}} \le \br[\big]{ \tfrac{p-1}{n} }^{\nicefrac{1}{2}} \pr[\Big]{ \E \br[\pig]{ \abs[\big]{ X_1 - \E[ X_1 ] }^p } }^{\!\!\nicefrac{1}{p}} \dpp \end{equation} % % \end{athm} % % % \begin{aproof} % First, \nobs that \Enum{ the hypothesis that for all $i\in\{1,2,\allowbreak\dots,\allowbreak n\}$ it holds that $ X_i\colon \Omega\to \R $ are i.i.d.\ random variables } that % \begin{equation} \begin{split} \E\br[\pig]{ \abs[\big]{ \E[X_1] - \tfrac{1}{n} \pr{ \smallsum_{ i = 1 }^{ n } X_{ i } } }^p } & = \E\br[\pig]{ \abs[\big]{ \tfrac{1}{n} \pr{ \smallsum_{ i = 1 }^{ n } (\E[X_1] - X_{ i }) } }^p } \\ & = n^{-p} \, \E\br[\pig]{ \abs[\big]{ \smallsum_{ i = 1 }^{ n } (\E[X_i] - X_{ i }) }^p } \dpp \end{split} \end{equation} % % \Enum{ This ;the fact that for all $i\in\{1,2,\dots,n\}$ it holds that $ X_i\colon \Omega\to \R $ are i.i.d.\ random variables ; \eg Rio~\cite[Theorem 2.1]{rio2009moment} (applied with $p \with p$, $(S_i)_{i\in\{0,1,\dots,n\}} \with (\sum_{k=1}^i (\E[X_k] - X_k))_{i\in\{0,1,\dots,n\}}$, $(X_i)_{i \in\{1,2,\dots,n\}} \with (\E[X_i] - X_i)_{i\in\{1,2,\dots,n\}}$ in the notation of Rio~\cite[Theorem 2.1]{rio2009moment}) } that % \begin{equation} \begin{split} \pr[\Big]{ \E \br[\pig]{ \abs[\big]{ \E[X_1] - \tfrac{1}{n} \pr[\big]{ \smallsum_{ i = 1 }^{ n } X_{ i } } }^p } }^{\!\!\nicefrac{2}{p}} & = \tfrac{1}{n^2} \pr[\Big]{ \E\br[\pig]{ \abs[\big]{ \smallsum_{ i = 1 }^{ n } (\E[X_i] - X_{ i }) }^p } }^{\!\!\nicefrac{2}{p}} \\ & \le \tfrac{(p-1)}{n^2} \br[\Big]{ \smallsum_{ i = 1 }^{ n } \pr[\Big]{ \E\br[\pig]{ \abs[\big]{ \E[X_i] - X_{ i } }^p } }^{\!\!\nicefrac{2}{p}} } \\ & = \tfrac{(p-1)}{n^2} \br[\Big]{ n \pr[\Big]{ \E\br[\pig]{ \abs[\big]{ \E[X_1] - X_{ 1 } }^p } }^{\!\!\nicefrac{2}{p}} } \\ & = \tfrac{(p-1)}{n} \pr[\Big]{ \E\br[\pig]{ \abs[\big]{ \E[X_1] - X_{ 1 } }^p } }^{\!\!\nicefrac{2}{p}} \dpp \end{split} \end{equation} % % \end{aproof} % % % \begin{athm}{corollary}{prop:mlp} % Let $p \in [2,\infty)$, $n \in \N$, let $ ( \Omega, \cF, \P ) $ be a probability space, and let $ X_i \colon \Omega \to \R $, $ i \in \{1, 2, \dots, n\} $, be i.i.d.\ random variables with $\E\br[]{ \abs{ X_1 } } < \infty$. % % Then it holds that % \begin{equation}\label{eq:2_9} \pr[\Big]{\E\br[\pig]{ \abs[\big]{ \E[X_1] - \tfrac{1}{n} \pr[]{ {\smallsum_{ i = 1 }^{ n }} X_{ i } } }^p } }^{\!\!\nicefrac{1}{p}} \le \br[\big]{ \tfrac{p-1}{n} }^{\nicefrac{1}{2}} \pr[\Big]{ \E\br[\pig]{ \abs[\big]{ X_1 - \E[ X_1 ] }^p } }^{\!\!\nicefrac{1}{p}} \dpp \end{equation} % % \end{athm} % % % \begin{aproof} % \Nobs that \Enum{ \eg Grohs et al.\ \cite[Lemma 2.3]{grohs2018proof} ; \cref{Lp_monte_carlo} } \cref{eq:2_9}. % % \end{aproof} % % % \begin{athm}{definition}{rand_const} % Let $p \in [2,\infty)$. % % Then we denote by $\firstConstant{p} \in \R$ the real number given by % \begin{equation}\label{eq:rand_const} \firstConstant{p} = \inf\left\{ c \in \R \colon \left[ \begin{aligned} & \text{It holds for every probability space $(\Omega,\cF,\P)$ and every} \\ & \text{random variable $X \colon \Omega \to \R$ with $\E[\abs{X}] < \infty$ that } \\ & \pr[\big]{ \E\br[\big]{ \abs{ X - \E[X] }^p } }^{\!\nicefrac{1}{p}} \le c \pr[\big]{ \E\br[\big]{ \abs{X}^p } }^{\!\nicefrac{1}{p}} \end{aligned} \right] \right\} \dpp \end{equation} % % \end{athm} % % % \begin{athm}{corollary}{cor:exp_bd} % Let $p\in[2,\infty)$, $n\in\N$, let $(\Omega,\cF,\P)$ be a probability space, and let $X_i \colon \Omega \to \R$, $i\in\{1,2,\dots,n\}$, be i.i.d.\ random variables with $\E[\abs{X_1}] < \infty$. % % Then % \begin{equation}\label{prob_bd1} \pr[\Big]{\E\br[\pig]{ \abs[\big]{ \E[X_1] - \tfrac{1}{n} \pr[]{ {\smallsum_{ i = 1 }^{ n }} X_{ i } } }^p } }^{\!\!\nicefrac{1}{p}} \le \tfrac{\secondConstant{p}}{n^{\nicefrac{1}{2}}} \pr[\Big]{ \E\br[\pig]{ \abs[\big]{ X_1 }^p } }^{\!\!\nicefrac{1}{p}} \end{equation} % (cf.\ \cref{rand_const}). % % \end{athm} % % % \begin{aproof} % \Nobs that \Enum{ \cref{rand_const} ; \cref{prop:mlp} } that \cref{prob_bd1} holds. % \end{aproof} % % % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \bibliographystyle{acm} \bibliography{bibfile} \end{document}