Rademacher-Gaussian tail comparison for complex coefficients and related problems

DOI10.1090/PROC/15718MaRDI QIDQ5027178zbMATH OpenOpenAlexFDO

Authors Giorgos Chasapis, Ruoyuan Liu, Tomasz Tkocz

Publication date 4 February 2022

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.02421

zbMATH Keywords

Gaussian random variableRademacher random variablespherically symmetric random vectorsums of independent random variablestail comparison

Mathematics Subject Classification ID

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

Abstract: We provide a generalisation of Pinelis' Rademacher-Gaussian tail comparison to complex coefficients. We also establish uniform bounds on the probability that the magnitude of weighted sums of independent random vectors uniform on Euclidean spheres with matrix coefficients exceeds its second moment.

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Cited in

(9)

• On the supremum of the tails of normalized sums of independent Rademacher random variables
• A tight Gaussian bound for weighted sums of Rademacher random variables
• On a multidimensional spherically invariant extension of the Rademacher-Gaussian comparison
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• A Rényi entropy interpretation of anti-concentration and noncentral sections of convex bodies
• A sharp Gaussian tail bound for sums of uniforms
• Khinchin inequalities for uniforms on spheres with a deficit

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