A note on optimal probability lower bounds for centered random variables

DOI10.4064/CM113-2-5MaRDI QIDQ3510458zbMATH OpenOpenAlexFDO

Authors Mark Veraar

Publication date 2 July 2008

Published in Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0803.0727

zbMATH Keywords

tail estimatesRademacher sumscentered random variablessecond order chaos

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Abstract: In this note we obtain lower bounds for $P(xigeq0)$ and $P(xi>0)$ under assumptions on the moments of a centered random variable $xi$. The obtained estimates are shown to be optimal and improve results from the literature. The results are applied to obtain probability lower bounds for second order Rademacher chaos.

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