Rademacher-Gaussian tail comparison for complex coefficients and related problems
Probability
2022-03-15 v1
Abstract
We provide a generalisation of Pinelis' Rademacher-Gaussian tail comparison to complex coefficients. We also establish uniform bounds on the probability that the magnitude of weighted sums of independent random vectors uniform on Euclidean spheres with matrix coefficients exceeds its second moment.
Cite
@article{arxiv.2106.02421,
title = {Rademacher-Gaussian tail comparison for complex coefficients and related problems},
author = {Giorgos Chasapis and Ruoyuan Liu and Tomasz Tkocz},
journal= {arXiv preprint arXiv:2106.02421},
year = {2022}
}