A multidimensional analogue of the Rademacher-Gaussian tail comparison
Probability
2018-01-25 v1
Abstract
We prove a dimension-free tail comparison between the Euclidean norms of sums of independent random vectors uniformly distributed in centred Euclidean spheres and properly rescaled standard Gaussian random vectors.
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Cite
@article{arxiv.1602.07995,
title = {A multidimensional analogue of the Rademacher-Gaussian tail comparison},
author = {Piotr Nayar and Tomasz Tkocz},
journal= {arXiv preprint arXiv:1602.07995},
year = {2018}
}
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9 pages