A shorter proof of Kanter's Bessel function concentration bound

Lutz Mattner; Bero Roos

A shorter proof of Kanter's Bessel function concentration bound

概率论 2007-05-23 v2 经典分析与常微分方程

作者: Lutz Mattner , Bero Roos

摘要

We give a shorter proof of Kanter's (1976) sharp Bessel function bound for concentrations of sums of independent symmetric random vectors. We provide sharp upper bounds for the sum of modified Bessel functions $I_0(x)+I_1(x)$ , which might be of independent interest. Corollaries improve concentration or smoothness bounds for sums of independent random variables due to Cekanavicius & Roos (2006), Roos (2005), Barbour & Xia 1999), and Le Cam (1986).

引用

@article{arxiv.math/0603522,
  title  = {A shorter proof of Kanter's Bessel function concentration bound},
  author = {Lutz Mattner and Bero Roos},
  journal= {arXiv preprint arXiv:math/0603522},
  year   = {2007}
}

备注

12 pages. Two references added. Accepted for publication by Probability Theory and Related Fields

A shorter proof of Kanter's Bessel function concentration bound

摘要

引用

备注

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