{ "id": "1507.07576", "version": "v1", "published": "2015-07-27T20:19:38.000Z", "updated": "2015-07-27T20:19:38.000Z", "title": "Grand Lebesgue norm estimation for binary random variables, with applications", "authors": [ "Eugene Ostrovsky", "Leonid Sirota" ], "categories": [ "math.PR" ], "abstract": "We calculate the so-called Rademacher's Grand Lebesgue Space norm for a centered (shifted) indicator (Bernoulli's, binary) random variable. This norm is optimal for the centered and bounded random variables (r.v.). Using this result we derive a very simple bilateral sharp exponential tail estimates for sums of these variables, not necessary to be identical distributed, under non-standard norming, and give some examples to show the exactness of our estimates.", "revisions": [ { "version": "v1", "updated": "2015-07-27T20:19:38.000Z" } ], "analyses": { "keywords": [ "grand lebesgue norm estimation", "binary random variables", "sharp exponential tail estimates", "bilateral sharp exponential tail", "rademachers grand lebesgue space norm" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2015arXiv150707576O" } } }