English

Small ball probabilities, maximum density and rearrangements

Probability 2015-04-03 v2

Abstract

We prove that the probability that a sum of independent random variables in Rd\mathbb{R}^d with bounded densities lies in a ball is maximized by taking uniform distributions on balls. This in turn generalizes a result by Rogozin on the maximum density of such sums on the line.

Keywords

Cite

@article{arxiv.1503.09190,
  title  = {Small ball probabilities, maximum density and rearrangements},
  author = {T. Juškevičius and J. D. Lee},
  journal= {arXiv preprint arXiv:1503.09190},
  year   = {2015}
}

Comments

4 pages; typos corrected

R2 v1 2026-06-22T09:07:20.563Z