Uniformly accurate quantile bounds for sums of arbitrary independent random variables (Q616267): Difference between revisions

For sums and for the maximum of \(n\) independent random variables, the authors provide universal upper and lower bounds on the upper quantiles of the cited quantities.

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Mathematics Subject Classification ID

60G50

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sum of independent random variables

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maximum of independent random variables

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upper quantiles

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universal bounds

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reviewed by

Janos Galambos

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10959-009-0254-2

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OpenAlex ID

W2000471116

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cites work

Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound

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Measuring the magnitude of sums of independent random variables

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Lower tail probability estimates for subordinators and nondecreasing random walks

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A method of approximating expectations of functions of sums of independent random variables

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A symmetrization-desymmetrization procedure for uniformly good approximation of expectations involving arbitrary sums of generalized \(U\)-statistics.

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An optimal bound on the tail distribution of the number of recurrences of an event in product spaces

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Uniformly accurate quantile bounds via the truncated moment generating function: the symmetric case

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Estimation of moments of sums of independent real random variables

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Sitelinks

Mathematics(1 entry)

mardi Publication:616267

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10959-009-0254-2
+Normal rank
@@ Property / OpenAlex ID @@
+W2000471116
@@ Property / OpenAlex ID: W2000471116 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound
+Normal rank
@@ Property / cites work @@
+Measuring the magnitude of sums of independent random variables
+Normal rank
@@ Property / cites work @@
+Lower tail probability estimates for subordinators and nondecreasing random walks
+Normal rank
@@ Property / cites work @@
+A method of approximating expectations of functions of sums of independent random variables
+Normal rank
@@ Property / cites work @@
+A symmetrization-desymmetrization procedure for uniformly good approximation of expectations involving arbitrary sums of generalized \(U\)-statistics.
+Normal rank
@@ Property / cites work @@
+An optimal bound on the tail distribution of the number of recurrences of an event in product spaces
+Normal rank
@@ Property / cites work @@
+Uniformly accurate quantile bounds via the truncated moment generating function: the symmetric case
+Normal rank
@@ Property / cites work @@
+Estimation of moments of sums of independent real random variables
+Normal rank