Lower bounds for tails of sums of independent symmetric random variables
| dc.creator | Mattner, Lutz | |
| dc.date | 2006-09-07 | |
| dc.date.accessioned | 2026-07-07T07:24:36Z | |
| dc.date.available | 2026-07-07T07:24:36Z | |
| dc.description | The approach of Kleitman (1970) and Kanter (1976) to multivariate concentration function inequalities is generalized in order to obtain for deviation probabilities of sums of independent symmetric random variables a lower bound depending only on deviation probabilities of the terms of the sum. This bound is optimal up to discretization effects, improves on a result of Nagaev (2001), and complements the comparison theorems of Birnbaum (1948) and Pruss (1997). Birnbaum's theorem for unimodal random variables is extended to the lattice case. | |
| dc.description | 7 pages | |
| dc.identifier | https://arxiv.org/abs/math/0609200 | |
| dc.identifier | http://arxiv.org/abs/math/0609200 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/116418 | |
| dc.subject | Probability | |
| dc.subject | 60E15; 60G50 | |
| dc.title | Lower bounds for tails of sums of independent symmetric random variables | |
| dc.type | text |