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arxiv: 1503.09190 · v2 · pith:4JSF3PRKnew · submitted 2015-03-31 · 🧮 math.PR

Small ball probabilities, maximum density and rearrangements

classification 🧮 math.PR
keywords balldensitymaximumballsboundeddensitiesdistributionsgeneralizes
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We prove that the probability that a sum of independent random variables in $\mathbb{R}^d$ with bounded densities lies in a ball is maximized by taking uniform distributions on balls. This in turn generalizes a result by Rogozin on the maximum density of such sums on the line.

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