3 papers
math.PR2022
Moment free deviation inequalities for linear combinations of independent random variables with power-type tails
Daniel J. Fresen
We present order of magnitude estimates for the quantiles of non-negative linear combinations of non-negative random variables, as well as deviation inequalities for general linear…
math.PR2022
Optimal tail comparison under convex majorization
Daniel J. Fresen
Following results of Kemperman and Pinelis, we show that if and are real valued random variables such that and for all non-decrea…
math.PR2014
Concentration of random polytopes around the expected convex hull
Daniel J. Fresen, Richard A. Vitale
We provide a streamlined proof and improved estimates for the weak multivariate Gnedenko law of large numbers on concentration of random polytopes within the space of convex bodies…