A shorter proof of Kanter's Bessel function concentration bound

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dc.creatorMattner, Lutz
dc.creatorRoos, Bero
dc.date2006-03-21
dc.date2006-10-23
dc.date.accessioned2026-07-07T07:07:09Z
dc.date.available2026-07-07T07:07:09Z
dc.descriptionWe give a shorter proof of Kanter's (1976) sharp Bessel function bound for concentrations of sums of independent symmetric random vectors. We provide sharp upper bounds for the sum of modified Bessel functions $I_0(x)+I_1(x)$, which might be of independent interest. Corollaries improve concentration or smoothness bounds for sums of independent random variables due to Cekanavicius & Roos (2006), Roos (2005), Barbour & Xia 1999), and Le Cam (1986).
dc.description12 pages. Two references added. Accepted for publication by Probability Theory and Related Fields
dc.identifierhttps://arxiv.org/abs/math/0603522
dc.identifierhttp://arxiv.org/abs/math/0603522
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/110284
dc.subjectProbability
dc.subjectClassical Analysis and ODEs
dc.subject60E15; 33C10
dc.titleA shorter proof of Kanter's Bessel function concentration bound
dc.typetext

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