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.

0 references

zbMATH Keywords

sum of independent random variables

0 references

maximum of independent random variables

0 references

upper quantiles

0 references

universal bounds

0 references

0 references

0 references

full work available at URL

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

0 references

cites work

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

0 references

Measuring the magnitude of sums of independent random variables

0 references

Lower tail probability estimates for subordinators and nondecreasing random walks

0 references

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

0 references

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

0 references

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

0 references

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

0 references

Estimation of moments of sums of independent real random variables

0 references

Identifiers

zbMATH Open document ID

1210.60045

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

10.1007/S10959-009-0254-2

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:616267

@@ Property / DOI @@
-.1007/S10959-009-0254-2
@@ Property / DOI: 10.1007/S10959-009-0254-2 / rank @@
-Normal rank
@@ Property / DOI @@
+.1007/S10959-009-0254-2
@@ Property / DOI: 10.1007/S10959-009-0254-2 / rank @@
+Normal rank