Comparison for upper tail probabilities of random series
Probability
2013-02-12 v1
Abstract
Let be a sequence of independent and identically distributed random variables. In this paper we study the comparison for two upper tail probabilities and as with two different real series and The first result is for Gaussian random variables and in this case these two probabilities are equivalent after suitable scaling. The second result is for more general random variables, thus a weaker form of equivalence (namely, logarithmic level) is proved.
Keywords
Cite
@article{arxiv.1302.2435,
title = {Comparison for upper tail probabilities of random series},
author = {Fuchang Gao and Zhenxia Liu and Xiangfeng Yang},
journal= {arXiv preprint arXiv:1302.2435},
year = {2013}
}
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13 pages