O ct 2 00 6 A shorter proof of Kanter ’ s Bessel function concentration bound

نویسنده

  • B. Roos
چکیده

We give a shorter proof of Kanter's (1976) sharp Bessel function bound for concentrations of sums of independent symmetric random vectors. We provide sharp upper bounds for the sum of modified Bessel functions I 0 (x) + I 1 (x), which might be of independent interest. Corollaries improve concentration or smoothness bounds for sums of independent random variables due toČekanavičius

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تاریخ انتشار 2006