On Weak Tail Domination of Random Vectors
From MaRDI portal
Abstract: Motivated by a question of Krzysztof Oleszkiewicz we study a notion of weak tail domination of random vectors. We show that if the dominating random variable is sufficiently regular weak tail domination implies strong tail domination. In particular positive answer to Oleszkiewicz question would follow from the so-called Bernoulli conjecture.
Recommendations
- Stochastic dominance and weak concentration for sums of independent symmetric random vectors
- Weak and strong moments of random vectors
- Comparisons between tail probabilities of sums of independent symmetric random variables
- Tail and moment estimates for sums of independent random vectors with logarithmically concave tails
- Tail and moment estimates for sums of independent random variables with logarithmically concave tails
Cited in
(6)- On the suprema of Bernoulli processes
- On generic chaining and the smallest singular value of random matrices with heavy tails
- On comparing systems of random variables with the Rademacher sequence
- Circular law for random matrices with unconditional log-concave distribution
- Stochastic dominance and weak concentration for sums of independent symmetric random vectors
- Chevet-type inequalities for subexponential Weibull variables and estimates for norms of random matrices
This page was built for publication: On Weak Tail Domination of Random Vectors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3632538)