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New Math Paper Precisely Maps Tail Probabilities Under Kurtosis Bounds

Researchers have precisely determined the worst-case tail probability for random variables with bounded kurtosis. The study identifies four distinct regimes governing these probabilities, with a specific four-regime map detailing the behavior based on threshold values and kurtosis constraints. This work refines existing bounds and provides explicit dual certificates and extremal distributions, with an AI-guided search aiding in the discovery of these precise mathematical relationships. AI

IMPACT This research refines mathematical bounds relevant to statistical analysis, potentially impacting AI model evaluation and robustness.

RANK_REASON The item is an academic paper published on arXiv detailing mathematical research. [lever_c_demoted from research: ic=1 ai=0.7]

Read on arXiv stat.ML →

AI-generated summary · Google Gemini · from 2 sources. How we write summaries →

New Math Paper Precisely Maps Tail Probabilities Under Kurtosis Bounds

COVERAGE [2]

  1. arXiv stat.ML TIER_1 English(EN) · Xiaoyu Li, Andi Han, Jiaojiao Jiang, Junbin Gao ·

    The Exact Worst-Case Tail Probability under Bounded Kurtosis

    arXiv:2607.05226v1 Announce Type: cross Abstract: We determine exactly what a kurtosis bound buys for one-sided tail control. For the class $\mathcal{C}(\kappa)$ of real random variables with mean $0$, variance $1$, and fourth moment at most $\kappa$, the skewness left free, we c…

  2. arXiv stat.ML TIER_1 English(EN) · Junbin Gao ·

    The Exact Worst-Case Tail Probability under Bounded Kurtosis

    We determine exactly what a kurtosis bound buys for one-sided tail control. For the class $\mathcal{C}(κ)$ of real random variables with mean $0$, variance $1$, and fourth moment at most $κ$, the skewness left free, we compute the worst-case tail probability $V_1(t,κ)=\sup_{X\in\…