For mean-zero unit-variance random variables with fourth moment at most κ, the sharp one-sided tail V₁(t,κ) is completely mapped into four explicit regimes, with matching certificates and a proof-degree phase transition.
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The Exact Worst-Case Tail Probability under Bounded Kurtosis
For mean-zero unit-variance random variables with fourth moment at most κ, the sharp one-sided tail V₁(t,κ) is completely mapped into four explicit regimes, with matching certificates and a proof-degree phase transition.