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Theoretical Comp. Sci.

Sums of independent random variables with unbounded variance ★★

Author(s): Feige

Conjecture   If $ X_1, \dotsc, X_n \geq 0 $ are independent random variables with $ \mathbb{E}[X_i] \leq \mu $, then $$\mathrm{Pr} \left( \sum X_i - \mathbb{E} \left[ \sum X_i \right ] < \delta \mu \right) \geq \min \left ( (1 + \delta)^{-1} \delta, e^{-1} \right).$$

Keywords: Inequality; Probability Theory; randomness in TCS

Posted by cwenner
updated April 2nd, 2009
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