Timeline for Tail bound of a distribution
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
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| Dec 16, 2017 at 10:26 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Nov 16, 2017 at 10:10 | answer | added | Davide Giraudo | timeline score: 1 | |
| Nov 14, 2017 at 14:27 | comment | added | Davide Giraudo | The first idea I had in mind was the following: condition on $Y_1,\dots,Y_n$ to be reduced to a deviation inequality of independent sequence, in this case a weighted sum of i.i.d. However, we have to control the sum of variances, which does not seem easy. This can probably be done by having information about the eigenvalues of a symmetric real matrix, since it will be a quadratic form applied to $(y_1,\dots,y_n)$. | |
| Nov 13, 2017 at 23:25 | comment | added | user47772 | I expect the decay to be exponential in $\sqrt{n}$ for $k \approx \sqrt{n}$. I need as good a bound as possible, but for now, even a reasonably good bound will be helpful. | |
| Nov 13, 2017 at 20:31 | comment | added | Serguei Popov | Do you need really the precise asymptotics of that probability? Or a "reasonably good" bound (with fast decay in $n$) will do? | |
| Nov 13, 2017 at 5:45 | history | asked | user47772 | CC BY-SA 3.0 |