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arXiv · 1602.07995

A multidimensional analogue of the Rademacher-Gaussian tail comparison

Piotr Nayar·Tomasz Tkocz
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Abstract

We prove a dimension-free tail comparison between the Euclidean norms of sums of independent random vectors uniformly distributed in centred Euclidean spheres and properly rescaled standard Gaussian random vectors.

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Piotr Nayar, Tomasz Tkocz. 2016-02-25. A multidimensional analogue of the Rademacher-Gaussian tail comparison. https://arxiv.org/abs/1602.07995

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