A Sharp Gaussian Tail Bound for Sums of Uniforms

Fuente: arXiv
Enregistré dans:
Détails bibliographiques
Auteurs principaux: He, Xinjie, Tkocz, Tomasz, Wyczesany, Katarzyna
Format: Preprint
Publié: 2023
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author He, Xinjie
Tkocz, Tomasz
Wyczesany, Katarzyna
author_facet He, Xinjie
Tkocz, Tomasz
Wyczesany, Katarzyna
contents We prove that the tail probabilities of sums of independent uniform random variables, up to a multiplicative constant, are dominated by the Gaussian tail with matching variance and find the sharp constant for such stochastic domination.
format Preprint
id arxiv_https___arxiv_org_abs_2305_06235
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle A Sharp Gaussian Tail Bound for Sums of Uniforms
He, Xinjie
Tkocz, Tomasz
Wyczesany, Katarzyna
Probability
60G50 (60E15)
We prove that the tail probabilities of sums of independent uniform random variables, up to a multiplicative constant, are dominated by the Gaussian tail with matching variance and find the sharp constant for such stochastic domination.
title A Sharp Gaussian Tail Bound for Sums of Uniforms
topic Probability
60G50 (60E15)
url https://arxiv.org/abs/2305.06235