The Mieczkowska–Sileikis conjecture for maximal i.i.d. tail probabilities
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.
Sources & referencesView supporting material
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).
Progress summary
Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.
Solutions 0
Sign in to submit a solution.
No solutions have been posted yet.