Grand Lebesgue norm estimation for binary random variables, with applications
classification
🧮 math.PR
keywords
normrandomvariablesbinarycenteredestimatesgrandlebesgue
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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.
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