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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 1, Pages 156–160
(Mi tvp2479)
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This article is cited in 3 scientific papers (total in 4 papers)
Short Communications
On an estimate of the concentration function for the sum of identically distributed two-dimensional independent lattice random vectors
A. G. Postnikova, A. A. Judinb a Moscow
b Vladimir
Abstract:
The following theorem is proved. If $\xi_1,\xi_2,\dots$ is a sequence of non-degenerate identically distributed independent random variables with values in $Z^2$, then
$$
\sup_{m\in Z^2}\mathbf P(\xi_1+\dots+\xi_n=m)\le Cn^{-1}\Delta^{-1/2},
$$
where $C$ is an absolute constant, $\Delta=(P_L-P_0)(1-P_L)$,
$$
P_0=\max_{m\in Z^2}\mathbf P\{\xi=x\},\qquad
P_L=\max_H\mathbf P\{\xi\in H\},
$$
$H$ is a set of points belonging to some straight line.
Received: 31.10.1978
Citation:
A. G. Postnikov, A. A. Judin, “On an estimate of the concentration function for the sum of identically distributed two-dimensional independent lattice random vectors”, Teor. Veroyatnost. i Primenen., 26:1 (1981), 156–160; Theory Probab. Appl., 26:1 (1981), 152–156
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https://www.mathnet.ru/eng/tvp2479 https://www.mathnet.ru/eng/tvp/v26/i1/p156
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Abstract page: | 220 | Full-text PDF : | 96 |
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