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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 2, Pages 376–379
(Mi tvp3043)
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This article is cited in 10 scientific papers (total in 10 papers)
Short Communications
A sharpened form of the inequality for the concentration function
L. P. Postnikova, A. A. Yudin Moscow
Abstract:
By means of the additive number theory the following sharpened form of Kesten's theorem for the concentration function is obtained.
Let $X_1,\dots,X_n$ be independent random variables,
$$
S_n=X_1+\dots+X_n,\ Q(X,\lambda)=\sup_x\mathbf P(x\le X\le x+\lambda).
$$
Let $\lambda_j$, $1\le j\le n$, be any positive numbers such that $\lambda_j\ge 2\lambda$. Then
$$
Q(S_n,\lambda)\ll4\lambda\biggl[\sum_{j=1}^n\lambda_j^2(1-Q(X_j,\lambda_j))Q^{-2}(X_j,\lambda)\biggr]^{-1/2}.
$$
Received: 30.03.1977
Citation:
L. P. Postnikova, A. A. Yudin, “A sharpened form of the inequality for the concentration function”, Teor. Veroyatnost. i Primenen., 23:2 (1978), 376–379; Theory Probab. Appl., 23:2 (1979), 359–362
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