A shorter proof of Kanter's Bessel function concentration bound

DOI10.1007/S00440-006-0043-0zbMath1127.60018arXivmath/0603522OpenAlexW1978558321MaRDI QIDQ2641903

Lutz Mattner, Bero Roos

Publication date: 17 August 2007

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0603522

zbMATH Keywords

concentration functionPoisson binomial distributionmodified Bessel functionBernoulli convolutionsymmetric three point convolutionsymmetrized Poisson distribution

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Inequalities involving other types of functions (26D07)

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