A multidimensional analogue of the Rademacher-Gaussian tail comparison
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Publication:4590994
DOI10.1090/proc/13731zbMath1429.60028arXiv1602.07995MaRDI QIDQ4590994
Publication date: 21 November 2017
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.07995
probability inequalities; Gaussian random vectors; tail comparison; bounds for tail probabilities; uniform distributions in Euclidean spheres
60G15: Gaussian processes
60E15: Inequalities; stochastic orderings
60G50: Sums of independent random variables; random walks
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Cites Work
- On a multidimensional spherically invariant extension of the Rademacher-Gaussian comparison
- Extremal probabilistic problems and Hotelling's \(T^ 2\) test under a symmetry condition
- The missing factor in Hoeffding's inequalities
- A tight Gaussian bound for weighted sums of Rademacher random variables
- On Measure Concentration of Vector-Valued Maps
- On Gaussian and Bernoulli covariance representations