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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

3 votes

Sharp lower bound for the tail of Chi-squared distribution

This is not quite the form you requested. But if your goal was to control chi-squared left tails, I have found these lower bounds helpful. For $X_1 \sim \chi^2_1$: Let $Z \sim N(0,1)$, so that $Z/\s …
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