Small deviations of sums of independent random variables
From MaRDI portal
Publication:2010615
DOI10.1016/j.jcta.2019.105119zbMath1427.60037arXiv1804.01529OpenAlexW2963941954MaRDI QIDQ2010615
Publication date: 27 November 2019
Published in: Journal of Combinatorial Theory. Series A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.01529
linear programmingsum of random variablessmall deviations\(k\)-wise independencefourth moment approach
Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) Linear programming (90C05)
Related Items (3)
Marchenko-Pastur law for a random tensor model ⋮ Tight Probability Bounds with Pairwise Independence ⋮ On a Conjecture of Feige for Discrete Log-Concave Distributions
Cites Work
- The extrema of probability determined by generalized moments. I: Bounded random variables
- Bounding Probability of Small Deviation: A Fourth Moment Approach
- Semidefinite Relaxation Bounds for Indefinite Homogeneous Quadratic Optimization
- Closed Form Two-Sided Bounds for Probabilities that At Least r and Exactly r Out of n Events Occur
- The maximal probability that k‐wise independent bits are all 1
- Optimal Inequalities in Probability Theory: A Convex Optimization Approach
- On Sums of Independent Random Variables with Unbounded Variance and Estimating the Average Degree in a Graph
This page was built for publication: Small deviations of sums of independent random variables