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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
Full-text PDF (504 kB) Citations (3)
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
English version:
Theory of Probability and its Applications, 1993, Volume 38, Issue 4, Pages 743–751
DOI: https://doi.org/10.1137/1138076
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Lar93}
\by Yu.~V.~Larin
\paper On concentration of distributions of sums of independent random vectors on bounded sets
\jour Teor. Veroyatnost. i Primenen.
\yr 1993
\vol 38
\issue 4
\pages 882--891
\mathnet{http://mi.mathnet.ru/tvp4027}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1318005}
\zmath{https://zbmath.org/?q=an:0826.60013}
\transl
\jour Theory Probab. Appl.
\yr 1993
\vol 38
\issue 4
\pages 743--751
\crossref{https://doi.org/10.1137/1138076}
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  • https://www.mathnet.ru/eng/tvp/v38/i4/p882
  • This publication is cited in the following 3 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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