A sharp uniform bound for the distribution of sums of Bernoulli trials
Probability
2019-02-20 v4 Combinatorics
Abstract
In this note we establish a uniform bound for the distribution of a sum of independent non-homogeneous Bernoulli trials. Specifically, we prove that where denotes the standard deviation of and is a universal constant. We compute the best possible constant and we show that the bound also holds for limits of sums and differences of Bernoullis, including the Poisson laws which constitute the worst case and attain the bound. We also investigate the optimal bounds for and fixed. An application to estimate the rate of convergence of Mann's fixed point iterations is presented.
Keywords
Cite
@article{arxiv.0806.2350,
title = {A sharp uniform bound for the distribution of sums of Bernoulli trials},
author = {Jean-Bernard Baillon and Roberto Cominetti and José Vaisman},
journal= {arXiv preprint arXiv:0806.2350},
year = {2019}
}
Comments
This paper is a revised version of a previous article