### Abstract

As was noted already by A. N. Kolmogorov, any random variable has a Bernoulli component. This observation provides a tool for the extension of results which are known for Bernoulli random variables to arbitrary distributions. Two applications are provided here: (i) an anti-concentration bound for a class of functions of independent random variables, where probabilistic bounds are extracted from combinatorial results, and (ii) a proof, based on the Bernoulli case, of spectral localization for random Schrödinger operators with arbitrary probability distributions for the single site coupling constants. For a general random variable, the Bernoulli component may be defined so that its conditional variance is uniformly positive. The natural maximization problem is an optimal transport question which is also addressed here.

Original language | English (US) |
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Pages (from-to) | 219-238 |

Number of pages | 20 |

Journal | Probability Theory and Related Fields |

Volume | 143 |

Issue number | 1-2 |

DOIs | |

State | Published - Jan 2009 |

### All Science Journal Classification (ASJC) codes

- Analysis
- Statistics and Probability
- Statistics, Probability and Uncertainty

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## Cite this

*Probability Theory and Related Fields*,

*143*(1-2), 219-238. https://doi.org/10.1007/s00440-007-0125-7