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Compactness and the concentration functions of the
convolutions of a distribution
B. A. Rogozin Omsk Branch of Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Science
Abstract:
A relationship is investigated between the compactness conditions
of the distributions of sums of independent identically
distributed random variables under an
appropriate scaling and the behavior of the sequence of
concentration functions of these sums.
Keywords:
independent identically distributed random variables, sum, convolution, median, quantile, compactness, finite noncompactness, Levy concentration function, censored variance, majorizied varying function, unimodal distribution.
Received: 15.06.2001
Citation:
B. A. Rogozin, “Compactness and the concentration functions of the
convolutions of a distribution”, Teor. Veroyatnost. i Primenen., 50:1 (2005), 81–97; Theory Probab. Appl., 50:1 (2006), 99–111
Linking options:
https://www.mathnet.ru/eng/tvp159https://doi.org/10.4213/tvp159 https://www.mathnet.ru/eng/tvp/v50/i1/p81
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Abstract page: | 338 | Full-text PDF : | 166 | References: | 57 |
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