Timeline for Tail bounds for the absolute difference of a coupled pair of sub-Gaussian random variables
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Apr 5, 2020 at 20:41 | vote | accept | dohmatob | ||
| Apr 5, 2020 at 20:41 | comment | added | dohmatob | Yes, indeed. Thanks again! | |
| Apr 5, 2020 at 20:30 | comment | added | Iosif Pinelis | @dohmatob : Of course, no hope for that case: If the $X_j$'s are concentrated near the $m_j$'s, then $X_1-X_2$ is naturally concentrated near $m_1-m_2$ -- rather than near $0$. E.g., let the $X_j$'s be iid normal with means $m_1=-m_2=m$, where $m$ large compared with the standard deviation -- then you have almost no concentration for $X_1-X_2$ near $0$. | |
| Apr 5, 2020 at 17:25 | comment | added | dohmatob | Was just about to write down the same addendum. Thanks! Any hope for the case $\epsilon \le |m_1-m_2|$ ? | |
| Apr 5, 2020 at 14:01 | history | edited | Iosif Pinelis | CC BY-SA 4.0 |
added 560 characters in body
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| Apr 5, 2020 at 9:13 | comment | added | dohmatob | Thanks. I meant sub-Gaussian in the general sense, with different means $\mu_1 \ne \mu_2$, e.g as in the pair $P=\mathcal N(\mu_1,\sigma_1^2)$ and $P'=\mathcal N(\mu_2,\sigma_2^2)$. | |
| Apr 5, 2020 at 1:15 | history | answered | Iosif Pinelis | CC BY-SA 4.0 |