The Mieczkowska–Sileikis conjecture for maximal i.i.d. tail probabilities
Let denote the supremum of over nonnegative, independent and identically distributed random variables with . For a positive integer , let be the solution of . Mieczkowska–Sileikis conjecture. For every positive integer and ,
The paper proves the claim for and all , and for when ; the remaining cases are not resolved here.
References
Primary source
Tomasz Łuczak, Katarzyna Mieczkowska and Matas Šileikis, “On maximal tail probability of sums of nonnegative, independent and identically distributed random variables”, arXiv:1602.03547 (2016).
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