= Borell–TIS inequality
{wiki=Borell–TIS_inequality}
The Borell–TIS (Truncation and Integration for Sums) inequality is a result in probability theory and the theory of Gaussian measures. It provides bounds on the tail probabilities of sums of independent random variables that have a certain structure, particularly in relation to Gaussian distributions. In simple terms, the Borell–TIS inequality helps to quantify how much the sum of independent random variables deviates from its expected value.
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