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Auteur principal: Dürr, Metin
Format: Preprint
Publié: 2025
Sujets:
Accès en ligne:https://arxiv.org/abs/2508.07316
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author Dürr, Metin
author_facet Dürr, Metin
contents Let X1, ..., Xn be arbitrary non-negative independent random variables with respective expected values $μ_{i}$ at most one. We sketch but do not prove an equivalent conjecture to Feige's Conjecture $\mathbb{P} \left( \sum_{i=1}^{n} X_{i} < μ+ 1 \right) \geq \exp \left(-1 \right)$, where $μ$ is the expected value of the sum of the random variables. We show by a simple example how this inequality finds use in mathematical finance.
format Preprint
id arxiv_https___arxiv_org_abs_2508_07316
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle An equivalent conjecture to Feige's Conjecture
Dürr, Metin
Probability
Combinatorics
60G50
Let X1, ..., Xn be arbitrary non-negative independent random variables with respective expected values $μ_{i}$ at most one. We sketch but do not prove an equivalent conjecture to Feige's Conjecture $\mathbb{P} \left( \sum_{i=1}^{n} X_{i} < μ+ 1 \right) \geq \exp \left(-1 \right)$, where $μ$ is the expected value of the sum of the random variables. We show by a simple example how this inequality finds use in mathematical finance.
title An equivalent conjecture to Feige's Conjecture
topic Probability
Combinatorics
60G50
url https://arxiv.org/abs/2508.07316