Uniformly accurate quantile bounds for sums of arbitrary independent random variables
DOI10.1007/S10959-009-0254-2zbMATH Open1210.60045OpenAlexW2000471116MaRDI QIDQ616267FDOQ616267
Authors: Michael J. Klass, Krzysztof Nowicki
Publication date: 7 January 2011
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-009-0254-2
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universal boundsmaximum of independent random variablessum of independent random variablesupper quantiles
Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30)
Cites Work
- A method of approximating expectations of functions of sums of independent random variables
- Lower tail probability estimates for subordinators and nondecreasing random walks
- Estimation of moments of sums of independent real random variables
- Approximation of partial sums of arbitrary i. i. d. random variables and the precision of the usual exponential upper bound
- Measuring the magnitude of sums of independent random variables
- Uniformly accurate quantile bounds via the truncated moment generating function: the symmetric case
- An optimal bound on the tail distribution of the number of recurrences of an event in product spaces
- A symmetrization-desymmetrization procedure for uniformly good approximation of expectations involving arbitrary sums of generalized \(U\)-statistics.
Cited In (3)
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