Tail estimations for normed sums of centered exchangeable random variables

2022/06/01 by M. R. Formica, Formica, M. R., E. Ostrovsky +3
Decision Sciences · Mathematics · #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Statistical Distribution Estimation and Applications

paper · pdf · doi:10.48550/arxiv.2206.00620

openalex publication_date 2022/06/01 · openalex created_date 2022/06/13 · openalex updated_date 2026/07/28

Abstract

We derive in this short report the exponential as well as power decreasing tail estimations for the sums of centered exchangeable random variables, alike ones for the sums of the centered independent ones.

Related

• Exact exponential tail estimation for sums of independent centered random variables, under natural norming, with applications to the theory of U-statistics
• Non-asymptotic tails estimations for sums of random vectors having moderate decreasing tails
• Non-Improved Uniform Tail Estimates for Normed Sums of Independent Random Variables with Heavy Tails, with applications
• Bilateral tail estimate for distribution of self normalizes sums of independent centered random variables under natural norming
• Generalization and refinement of Khintchin's inequality