A multidimensional analogue of the Rademacher-Gaussian tail comparison

A multidimensional analogue of the Rademacher-Gaussian tail comparison

We prove a dimension-free tail comparison between the Euclidean norms of sums of independent random vectors uniformly distributed in centred Euclidean spheres and properly rescaled standard Gaussian random vectors.

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Veröffentlicht in:Proceedings of the American Mathematical Society 2018-01, Vol.146 (1), p.413-419, Article 413
Hauptverfasser: NAYAR, PIOTR, TKOCZ, TOMASZ
Format: Artikel
Sprache:eng
Schlagworte:
F. STATISTICS AND PROBABILITY
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Zusammenfassung:We prove a dimension-free tail comparison between the Euclidean norms of sums of independent random vectors uniformly distributed in centred Euclidean spheres and properly rescaled standard Gaussian random vectors.
ISSN:0002-9939
1088-6826
DOI:10.1090/proc/13731