Location: Zoom
https://unm.zoom.us/j/96832154356?pwd=S3BpaDd1TkNCQmN2L3lZdmVDUXdzUT09
Meeting ID: 968 3215 4356
Passcode: 31415926

Speaker: Stephen J. Harrison

Title: On Sharpest Tail Bounds for Functions of Tail Bounded Random Variables

Abstract: Tail bounds for functions of random variables have received considerable attention in the literature. This dissertation is an investigation of what it would require to find best possible (sharpest) tail bounds which cannot be improved further. This investigation showed that calculating the best possible tail bound is likely to be too effortful to be useful in practical settings. Nonetheless, as a result of the investigation we discovered that when random variables are mutually independent, all types of convergence can be strengthened to convergence almost everywhere without penalty.