|
Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 4, Pages 882–891
(Mi tvp4027)
|
|
|
|
This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
On concentration of distributions of sums of independent random vectors on bounded sets
Yu. V. Larin Romanovskii Mathematical Institute of the National Academy of Sciences of Uzbekistan
Abstract:
Bounds are obtained for the concentration function
$$
Q_n (A) =\sup_{x\in\mathbf{R}^k}{\mathbf P}(S_n \in A + x)
$$
of sums $S_n=X_1+\cdots+X_n $ of independent random vectors $X_1,\ldots,X_n$ with values in the $k$-dimensional Euclidean space $\mathbf{R}^k$ on bounded Borel sets $A$ in $\mathbf{R}^k$.
Keywords:
concentration function, Esseen inequality, Enger inequality, spherical and non-spherical concentration functions.
Received: 10.11.1989
Citation:
Yu. V. Larin, “On concentration of distributions of sums of independent random vectors on bounded sets”, Teor. Veroyatnost. i Primenen., 38:4 (1993), 882–891; Theory Probab. Appl., 38:4 (1993), 743–751
Linking options:
https://www.mathnet.ru/eng/tvp4027 https://www.mathnet.ru/eng/tvp/v38/i4/p882
|
Statistics & downloads: |
Abstract page: | 147 | Full-text PDF : | 53 | First page: | 5 |
|