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Gaussian tail bound
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Mathematics
Area of mathematics
Probability and statistics
Created
2026-09-24
Updated
2026-09-24
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For
Z
∼
N
(
0
,
1
)
and
v
>
0
, exponential Markov optimization gives
P
(
Z
≥
v
)
≤
e
−
v
2
/2
.
(1)
Table of contents
Sharp two-sided Gaussian tail bound
Gaussian tail bound
Sharp two-sided Gaussian tail bound
(
P
(
∣
G
∣
>
t
)
≤
e
−
t
2
/2
)
0
0
0
Gaussian tail bound
For
G
with the
standard normal distribution
and
t
≥
0
,
P
(
∣
G
∣
>
t
)
=
2
(
1
−
Φ
(
t
))
≤
e
−
t
2
/2
. The
difference
has
derivative
e
−
t
2
/2
(
2/
π
−
t
)
, starts at zero, and tends to zero, proving its nonnegativity.
Ancestors
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Probability and statistics
Area of mathematics
Mathematics
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