Proof of Tomaszewski's conjecture on randomly signed sums (Q2166335)

Let \(\{x_i\}\) be as sequence of independent and uniformly distributed in \(\{-1, 1\}\) random variables. Consider the sum \[ X =\sum_{i=1}^n a_ix_i, \] where \( \{a_i\}\) are real numbers such that \(\sum_{i=1}^n a_i^2= 1.\) The authors prove Tomaszewski's conjecture: \[ P\left[|X| \le 1\right] \ge 1/2. \] The main tools to obtain the result are a new local concentration inequality, an improved Berry-Esseen inequality for Rademacher sums and a stopping time argument. The paper concludes with several open problems.