Small deviations of sums of independent random variables

DOI10.1016/j.jcta.2019.105119zbMath1427.60037arXiv1804.01529OpenAlexW2963941954MaRDI QIDQ2010615

Brian Garnett

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

zbMATH Keywords

linear programmingsum of random variablessmall deviations\(k\)-wise independencefourth moment approach

Mathematics Subject Classification ID

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

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