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1
vote
0
answers
154
views
Relation between the class $\mathcal{M}(m,\sigma)$ and subgaussianity
In this paper, Adamczak defines, for $m>0$ and $\sigma\geq 0$, the class of probability distributions $\mathcal{M}(m,\sigma)$ over $\mathbb{R}$ as those $\mu$ satisfying the tail conditions
$$\nu^+([x …
6
votes
0
answers
271
views
Question about size-biased couplings and concentration of the number of collisions
Edit/Update: I was indeed missing something quite obvious. I assumed the notion of collision used was the one I am used to (number of pairwise collisions, so if a bin received $k$ balls then this coun …
6
votes
1
answer
3k
views
Concentration bounds on weighted sum of i.i.d. Bernoulli random variables
Let $X_1,\dots, X_n\sim\operatorname{Bern}(\frac{1}{2})$ be independent, identically distributed random variables, and $\alpha=(\alpha_1,\dots,\alpha_n)\in[0,1]^n$ a vector of non-negative weights …
4
votes
3
answers
400
views
Maximum of independent, unit-variance Gaussians with non-zero means
Suppose $X_1,\dots,X_n$ are independent Gaussians, where $X_k \sim N(\mu_k,1)$. I am interested in
$$
Z \stackrel{\rm def}{=} \max_{1\leq k\leq n} X_k
$$
and specifically on the asymptotics of $\mathb …