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Teoriya Veroyatnostei i ee Primeneniya, 1981, Volume 26, Issue 2, Pages 335–349
(Mi tvp2514)
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This article is cited in 11 scientific papers (total in 11 papers)
Upper bounds for the concentration function in a Hilbert space
G. Siegel Leipzig
Abstract:
New bounds (analogous to the bounds obtained by Kolmogorov, Rogozin and Esseen) are derived for the concentration function of the sums of independent random variables with values in a Hilbert space. In particular, the absolute constants used in the estimates don't depend on the dimension in the finite-dimensional space. Further, some limit theorems for the concentration function and some estimates for the concentration functions
of infinitely divisible distributions are given.
Received: 25.05.1978
Citation:
G. Siegel, “Upper bounds for the concentration function in a Hilbert space”, Teor. Veroyatnost. i Primenen., 26:2 (1981), 335–349; Theory Probab. Appl., 26:2 (1982), 328–343
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