A multidimensional analogue of the Rademacher-Gaussian tail comparison

DOI10.1090/PROC/13731MaRDI QIDQ4590994zbMATH OpenOpenAlexFDO

Authors Tomasz Tkocz, Piotr Nayar

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

zbMATH Keywords

bounds for tail probabilitiesGaussian random vectorsprobability inequalitiestail comparisonuniform distributions in Euclidean spheres

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Gaussian processes (60G15) Sums of independent random variables; random walks (60G50)

Abstract: We prove a dimension-free tail comparison between the Euclidean norms of sums of independent random vectors uniformly distributed in centred Euclidean spheres and properly rescaled standard Gaussian random vectors.

Cites work

• A tight Gaussian bound for weighted sums of Rademacher random variables
• Extremal probabilistic problems and Hotelling's T^ 2 test under a symmetry condition
• On a multidimensional spherically invariant extension of the Rademacher-Gaussian comparison
• On Gaussian and Bernoulli covariance representations
• On Measure Concentration of Vector-Valued Maps
• The missing factor in Hoeffding's inequalities

Cited in

(6)

• Randomizing properties of convex high-dimensional bodies and some geometric inequalities
• Rademacher-Gaussian tail comparison for complex coefficients and related problems
• Toward the best constant factor for the Rademacher-Gaussian tail comparison
• A sharp Gaussian tail bound for sums of uniforms
• Khinchin inequalities for uniforms on spheres with a deficit
• Uniform comparison of tails of (non-symmetric) probability measures and their symmetrized counterparts with applications

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