Volume 11, February 2007Special Issue: "Stochastic analysis and mathematical finance" in honor of Nicole El Karoui's 60th birthday
|Page(s)||412 - 426|
|Published online||17 August 2007|
Toward the best constant factor for the Rademacher-Gaussian tail comparison
Department of Mathematical Sciences,
Michigan Technological University,
Houghton, Michigan 49931 USA; email@example.com
Revised: 2 November 2006
It is proved that the best constant factor in the Rademacher-Gaussian tail comparison is between two explicitly defined absolute constants c1 and c2 such that c2≈1.01 c1. A discussion of relative merits of this result versus limit theorems is given.
Mathematics Subject Classification: 60E15 / 62G10 / 62G15 / 60G50 / 62G35
Key words: Probability inequalities / Rademacher random variables / sums of independent random variables / Student's test / self-normalized sums.
© EDP Sciences, SMAI, 2007
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.