Stochastic dominance and weak concentration for sums of independent symmetric random vectors
Probability
2020-12-08 v1 Functional Analysis
Abstract
Kwapien and Woyczynski asked in their monograph (1992) whether their notion of superstrong domination is inherited when taking sums of independent symmetric random vectors (one vector dominates another if, essentially, tail probabilities of any norm of the two vectors compare up to some scaling constants). We answer this question positively. As a by-product of our methods, we establish that a certain notion of weak concentration is also preserved by taking sums of independent symmetric random vectors.
Keywords
Cite
@article{arxiv.1802.06954,
title = {Stochastic dominance and weak concentration for sums of independent symmetric random vectors},
author = {Witold Bednorz and Tomasz Tkocz},
journal= {arXiv preprint arXiv:1802.06954},
year = {2020}
}
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14 pages