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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 …
Clement C.'s user avatar
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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 …
Clement C.'s user avatar
  • 1,372
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 …
Clement C.'s user avatar
  • 1,372
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 …
Clement C.'s user avatar
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