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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 3, Pages 645–652 (Mi tvp4001)  

This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

Inequalities for concentration of a decomposition

B. A. Rogozin

Omsk State University
Abstract: For a measure $P$ defined on the $\sigma $-algebra $B$ of Borel sets of the real line with Lebesgue measure $L$, the concentration functions
$$ Q({P,z})=\sup_{x \in R}\mathbf{P}({[{x,x + z})}), \qquad \widehat Q({P,z})=\sup\{{\mathbf{P}(A):L(A)\le z,A\in\mathcal{B}}\} $$
and the concentration function of the decomposition $\widehat P$:
\begin{align*} \widehat P({[{-z,0})})&=\widehat P({({0,z}]})=(\widehat Q(P,2z)-\widehat Q(P,0))/2, \qquad z > 0, \\ \widehat P({\{0\}})&=\widehat Q({P,0}). \end{align*}
are introduced.It is proved that if the finite measures $P_k $ and $T_k $ satisfy $\widehat Q(P_k ,z) \le \widehat Q(T_k ,z), k = 1, \ldots ,n$, then $\widehat Q(P_1 * \cdots * P_n ,z) \le Q(\widehat P_1 * \cdots * \widehat P_n ,z) \le Q(\widehat T_1 * \cdots * \widehat T_n ,z)$.
Keywords: concentration function, concentration function of a decomposition, inequalities for distribution convolutions.
Received: 12.08.1991
English version:
Theory of Probability and its Applications, 1993, Volume 38, Issue 3, Pages 556–562
DOI: https://doi.org/10.1137/1138057
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: B. A. Rogozin, “Inequalities for concentration of a decomposition”, Teor. Veroyatnost. i Primenen., 38:3 (1993), 645–652; Theory Probab. Appl., 38:3 (1993), 556–562
Citation in format AMSBIB
\Bibitem{Rog93}
\by B.~A.~Rogozin
\paper Inequalities for concentration of a decomposition
\jour Teor. Veroyatnost. i Primenen.
\yr 1993
\vol 38
\issue 3
\pages 645--652
\mathnet{http://mi.mathnet.ru/tvp4001}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1404673}
\zmath{https://zbmath.org/?q=an:0807.60025}
\transl
\jour Theory Probab. Appl.
\yr 1993
\vol 38
\issue 3
\pages 556--562
\crossref{https://doi.org/10.1137/1138057}
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  • https://www.mathnet.ru/eng/tvp/v38/i3/p645
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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