English

Tail inequalities for restricted classes of discrete random variables

Probability 2021-01-12 v1

Abstract

Let XX be an integrable discrete random variable over {0,1,2,}\{0, 1, 2, \ldots\} with P(X=i+1)P(X=i)\mathbb{P}(X = i + 1) \leq \mathbb{P}(X = i) for all ii. Then for any integer a1a \geq 1, P(Xa)E[X]/(2a1)\mathbb{P}(X \leq a) \leq \mathbb{E}[X] / (2a - 1). Let WW be an discrete random variable over {,2,1,0,1,2,}\{\ldots, -2, -1, 0, 1, 2, \ldots\} with finite second moment where the P(W=i)\mathbb{P}(W = i) values are unimodal. Then P(WE[W]a)(V(W)+1/12)/(2(a1/2)2)\mathbb{P}(|W - \mathbb{E}[W]| \geq a) \leq (\mathbb{V}(W) + 1 / 12) / (2(a - 1 / 2)^2).

Keywords

Cite

@article{arxiv.2101.03452,
  title  = {Tail inequalities for restricted classes of discrete random variables},
  author = {Mark Huber},
  journal= {arXiv preprint arXiv:2101.03452},
  year   = {2021}
}

Comments

7 pages

R2 v1 2026-06-23T21:57:20.788Z