A note on random signs

DOI10.1007/S10986-014-9252-XMaRDI QIDQ2257576zbMATH OpenOpenAlexFDO

Authors D. Dzindzalieta

Publication date 25 February 2015

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1305.6735

zbMATH Keywords

bounds for tail probabilitiesrandom signsweighted sums of Rademacher random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Abstract: We consider random walks, say $W_n=(M_0,M_1,dots,M_n)$, of length $n$ starting at 0 and based on the martingale sequence $M_k$ with differences $X_m=M_m-M_{m-1}$. Assuming that the differences are bounded, $|X_m|leq1$, we solve the problem �egin{equation} D_n(x)=sup P left{W_n ext{visits an interval} [x,infty) ight},qquad xin R, label{piirma} end{equation} where $sup$ is taken over all possible $W_n$. In particular, we describe random walks which maximize the probability in $eqrefpiirma$. We also extend the result to super-martingales.

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Cites work

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Cited in

(10)

• Some explorations on two conjectures about Rademacher sequences
• Proof of Tomaszewski's conjecture on randomly signed sums
• A tight Gaussian bound for weighted sums of Rademacher random variables
• Sharp concentration inequalities for deviations from the mean for sums of independent Rademacher random variables
• Changes of sign of sums of random variables
• Lower bounds for the absolute value of random polynomials on a neighborhood of the unit circle
• Rademacher inequalities with applications
• scientific article; zbMATH DE number 934083 (Why is no real title available?)
• Probability mass of Rademacher sums beyond one standard deviation
• Half-spaces with influential variable

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