Weighted-average tail conjecture for independent random variables

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Let XX and YY be independent random variables on R+\mathbb{R}_+ that are not compactly supported, and let λ∈(0,1)\lambda\in(0,1). Weighted-average tail conjecture.

lim sup⁡m→∞P(λX+(1−λ)Y>m)P(X>m)P(Y>m)=∞.\limsup_{m\to\infty}\frac{\mathbb{P}(\lambda X+(1-\lambda)Y>m)}{\mathbb{P}(X>m)\mathbb{P}(Y>m)}=\infty.

This conjecture is the main proposed extension from identically distributed variables to merely independent variables, and would imply the stated high-dimensional weighted-average result in the non-identically distributed case. The source gives no resolution, so the conjecture remains open.

References

Primary source

Naomi Dvora Feldheim and Ohad Noy Feldheim, “Mean and Minimum of Independent Random Variables”, arXiv:1609.03004 (2020).

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