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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 1, Pages 178–183 (Mi tvp1045)  

This article is cited in 15 scientific papers (total in 15 papers)

Short Communications

Inequalities for the concentration function

A. L. Mirošnikov, B. A. Rogozin

Novosibirsk
Abstract: Let $\xi_1,\dots,\xi_n$ be independent random variables, $S_n=\xi_1+\dots+\xi_n$. The concentration function $Q(\xi,\lambda)$ of a random variable $\xi$ is defined by
$$ Q(\xi,\lambda)=\sup_x\,\mathbf P\{x\le\xi\le x+\lambda\},\qquad \lambda>0. $$
We prove, that there exists a universal constant $C<\infty$ such that for any $n$ and arbitrary $\lambda_1,\dots,\lambda_n\in(0,2L]$
$$ Q(S_n,L)\le CL\biggl( \sum_{k=1}^n\mathbf{M}\biggl(|\xi_k^s|\wedge\frac{\lambda_k}2\biggr)^2Q^{-2}(\xi_k,\lambda_k)\biggr)^{-1/2}, $$
where $\xi^s_k$ t is the symmetrization of $\xi_k$ and $a\wedge b=\min (a,b)$.
Received: 19.12.1978
English version:
Theory of Probability and its Applications, 1980, Volume 25, Issue 1, Pages 176–180
DOI: https://doi.org/10.1137/1125020
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. L. Mirošnikov, B. A. Rogozin, “Inequalities for the concentration function”, Teor. Veroyatnost. i Primenen., 25:1 (1980), 178–183; Theory Probab. Appl., 25:1 (1980), 176–180
Citation in format AMSBIB
\Bibitem{MirRog80}
\by A.~L.~Miro{\v s}nikov, B.~A.~Rogozin
\paper Inequalities for the concentration function
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 1
\pages 178--183
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=560072}
\zmath{https://zbmath.org/?q=an:0456.60016|0419.60014}
\transl
\jour Theory Probab. Appl.
\yr 1980
\vol 25
\issue 1
\pages 176--180
\crossref{https://doi.org/10.1137/1125020}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980LG24200020}
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  • https://www.mathnet.ru/eng/tvp/v25/i1/p178
  • This publication is cited in the following 15 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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