On the supremum of the tails of normalized sums of independent Rademacher random variables
Iosif Pinelis

TL;DR
This paper disproves a longstanding conjecture regarding the maximum tail probabilities of normalized sums of independent Rademacher variables, contributing to the understanding of their probabilistic behavior.
Contribution
It provides a counterexample to the longstanding conjecture on the supremum of tail probabilities for Rademacher sums, challenging previous assumptions.
Findings
The original conjecture is false.
A related conjecture is also disproved.
Insights into the tail behavior of Rademacher sums.
Abstract
A well-known longstanding conjecture on the supremum of the tails of normalized sums of independent Rademacher random variables is disproved. A related conjecture, also recently disproved, is discussed.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Probability and Risk Models · Stochastic processes and financial applications
