Mean and minimum of independent random variables

DOI10.1007/S11856-021-2195-0zbMATH Open1485.60011arXiv1609.03004OpenAlexW3200135440MaRDI QIDQ2055296FDOQ2055296

Authors: Naomi Dvora Feldheim, Ohad Noy Feldheim 

Publication date: 1 December 2021

Published in: Israel Journal of Mathematics (Search for Journal in Brave)

Abstract: We show that any pair $X,Y$ of independent, non-compactly supported random variables on $[0,infty)$ satisfies $limin{f}_{moinfty}mathbbP(min(X,Y)>m,|,X+Y>2m)=0$. We conjecture multi-variate and weighted generalizations of this result, and prove them under the additional assumption that the random variables are identically distributed.

Full work available at URL: https://arxiv.org/abs/1609.03004

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zbMATH Keywords

asymptoticinequalityminimum

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Combinatorial probability (60C05)

Cites Work

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• The 123 theorem and its extensions
• Level crossing probabilities. I: One-dimensional random walks and symmetrization
• A note on distribution-free symmetrization inequalities
• Convergence of the quantile admission process with veto power
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Cited In (10)

• Three convolution inequalities on the real line with connections to additive combinatorics
• The moment index of minima
• Title not available (Why is that?)
• Distributions of the minimum and the maximum of a random number of random variables
• The minimum of the expected value of the product of three random variables in the Fréchet class
• On independence of time and cause
• The 123 theorem and its extensions
• A sharp estimate for probability distributions
• The moment index of minima. II.
• On the minimum of several random variables

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