Mean and minimum of independent random variables (Q2055296): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
(5 intermediate revisions by 4 users not shown) | |||
Property / author | |||
Property / author: Naomi Dvora Feldheim / rank | |||
Property / author | |||
Property / author: Ohad Noy Feldheim / rank | |||
Property / author | |||
Property / author: Naomi Dvora Feldheim / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Ohad Noy Feldheim / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3200135440 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1609.03004 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Revision as of 01:31, 19 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Mean and minimum of independent random variables |
scientific article |
Statements
Mean and minimum of independent random variables (English)
0 references
1 December 2021
0 references
For any pair \(X,Y\) of independent non-compactly supported random variables on \([0, \infty)\), this paper shows \[ \liminf_{n \rightarrow \infty} \mathbf{P}(\min(X,Y)>m \mid X+Y>2m) = 0. \] Furthermore, the multi-variate and weighted generalizations of this result are proposed, which are proven under the additional assumption that the random variables are identically distributed.
0 references
inequality
0 references
asymptotic
0 references
minimum
0 references