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This article is cited in 7 scientific papers (total in 7 papers)
An estimate of the concentration function by the Esseen method
N. P. Salikhov Essential Administration of Information Systems
Abstract:
The paper deals with the Esseen method of obtaining upper estimates for the concentration function of a random variable $X$ in terms of the characteristic function of $X$. Some problems of the parametric optimization of such estimates are solved. Applications are described to the estimation of the probabilities of large deviations of the sums of identically distributed random variables.
Keywords:
concentration function, characteristic function, probabilities of large deviations, Poisson summation formula, Esseen inequality, Euler numbers.
Received: 02.08.1993
Citation:
N. P. Salikhov, “An estimate of the concentration function by the Esseen method”, Teor. Veroyatnost. i Primenen., 41:3 (1996), 561–577; Theory Probab. Appl., 41:3 (1997), 504–518
Linking options:
https://www.mathnet.ru/eng/tvp3137https://doi.org/10.4213/tvp3137 https://www.mathnet.ru/eng/tvp/v41/i3/p561
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Abstract page: | 296 | Full-text PDF : | 168 | First page: | 21 |
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