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An Exponential Inequality for Symmetric Random Variables

Probability 2014-10-21 v2 Statistics Theory Statistics Theory

Abstract

We prove the following exponential inequality: Let n1n\geq 1 and let X1,...,XnX_1,...,X_n be nn independent identically distributed symmetric real-valued random variables. For any x,y>0x,y>0, we have P(X1+...+Xnx,X12+...+Xn2y)<exp(x22y).\mathbb{P}\big({X_1+...+X_n}\geq x,\, {X_1^2+...+X_n^2}\leq y\big)< \exp(-\frac{x^2}{2y})\,.

Keywords

Cite

@article{arxiv.1407.0839,
  title  = {An Exponential Inequality for Symmetric Random Variables},
  author = {Raphaël Cerf and Matthias Gorny},
  journal= {arXiv preprint arXiv:1407.0839},
  year   = {2014}
}
R2 v1 2026-06-22T04:54:12.277Z