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| Auteur principal: | |
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| Format: | Preprint |
| Publié: |
2025
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| Sujets: | |
| Accès en ligne: | https://arxiv.org/abs/2508.07316 |
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| _version_ | 1866909789620011008 |
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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 |