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 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.
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