<p>We prove that the tail probabilities of sums of independent uniform random variables, up to a multiplicative constant, are dominated by the Gaussian tail with matching variance and find the sharp constant for such stochastic domination.</p>

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A sharp Gaussian tail bound for sums of uniforms

  • Xinjie He,
  • Katarzyna Wyczesany,
  • Tomasz Tkocz

摘要

We prove that the tail probabilities of sums of independent uniform random variables, up to a multiplicative constant, are dominated by the Gaussian tail with matching variance and find the sharp constant for such stochastic domination.