paper

Small ball probabilities, maximum density and rearrangements

arXiv:1503.09190

Abstract

We prove that the probability that a sum of independent random variables in with bounded densities lies in a ball is maximized by taking uniform distributions on balls. This in turn generalizes a result by Rogozin on the maximum density of such sums on the line.

4 pages; typos corrected

Small ball probabilities, maximum density and rearrangements · wovepaper