RADEMACHER-GAUSSIAN TAIL COMPARISON FOR COMPLEX COEFFICIENTS AND RELATED PROBLEMS

被引：1

作者：

Chasapis, Giorgos ^{[1
]}

Liu, Ruoyuan ^{[2
]}

Tkocz, Tomasz ^{[1
]}

机构：

[1] Carnegie Mellon Univ, Dept Math Sci, Pittsburgh, PA 15213 USA

[2] Univ Edinburgh, Sch Math, Edinburgh EH9 3FD, Midlothian, Scotland

来源：

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY | 2022年 / 150卷 / 03期

关键词：

  Sums of independent random variables; Rademacher random variable; Gaussian random variable; Spherically symmetric random vector; Tail comparison; BOUNDS; PRODUCT; SUMS;

D O I：

10.1090/proc/15718

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We provide a generalisation of Pinelis' Rademacher-Gaussian tail comparison to complex coefficients. We also establish uniform bounds on the probability that the magnitude of weighted sums of independent random vectors uniform on Euclidean spheres with matrix coefficients exceeds its second moment.

引用

页码：1339 / 1349

页数：11

共 3 条

[1] A MULTIDIMENSIONAL ANALOGUE OF THE RADEMACHER-GAUSSIAN TAIL COMPARISON
Nayar, Piotr
Tkocz, Tomasz
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2018, 146 (01) : 413 - 419
[2] On a multidimensional spherically invariant extension of the Rademacher-Gaussian comparison
Pinelis, Iosif
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2016, 21
[3] Problems involving combinations of coefficients for the inverse of some complex-valued analytical functions
Tang, Huo
Abbas, Muhammad
Alhefthi, Reem K.
Arif, Muhammad
AIMS MATHEMATICS, 2024, 9 (10): : 28931 - 28954

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