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Results tagged with pr.probability
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user 173134
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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Is a sum of a bounded random variables the same order as its standard deviation?
The Question
Suppose that $X_n$ are independent random variables, $|X_n| \leq 1$, and $\mathbb{E}[X_n] = 0$. Let $S_n = \sum_{i=1}^n X_i$ and let $s_n = \sqrt{\sum_k \sigma^2(X_k)}$ be the standard de …
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