A Sharp Gaussian Tail Bound for Sums of Uniforms

2023/05/10 by Xinjie He, He, Xinjie, Tomasz Tkocz +3 · 1 citation
Decision Sciences · Mathematics · #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Random Matrices and Applications #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.2305.06235

openalex publication_date 2023/05/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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.

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