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Lithuanian Mathematical Journal

, Volume 54, Issue 4, pp 403–408 | Cite as

A note on random signs

  • Dainius Dzindzalieta
Article
  • 168 Downloads

Abstract

Let ε, ε1, ε2, . . . be independent identically distributed Rademacher random variables, P{ε = ± 1} = 1/2. Denote S = ∑ i = 1 a i ε i , where a1, a2, . . . is a (weight) sequence of nonrandom real numbers such that ∑ i = 1 a i 2  ≤ 1. We prove that \( \mathrm{P}\left\{S\ge x\right\}\le 1/4+\left(1-\sqrt{2-2/{x}^2}\right)/8 \) for \( x\in \left(1,\sqrt{2}\right] \).

Keywords

weighted sums of Rademacher random variables random signs bounds for tail probabilities 

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Copyright information

© Springer Science+Business Media New York 2014

Authors and Affiliations

  1. 1.Institute of Mathematics and InformaticsVilnius UniversityVilniusLithuania

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