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Teoriya Veroyatnostei i ee Primeneniya, 1973, Volume 18, Issue 4, Pages 842–846
(Mi tvp4391)
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This article is cited in 5 scientific papers (total in 5 papers)
Short Communications
On estimation of the maximal probability for sums of lattice random variables
N. G. Gamkrelidze
Abstract:
This paper deals with the estimation of the maximal probability for sums of independent unimodal symmetric lattice random variable $\xi_k$. The author proves the following inequality
$$
\sup_x\mathbf{P}(S_n=x)\le\sqrt{\frac6{\pi}}\frac{p_0}{\sqrt{n(1-p_0^2)}}\bigl(1+\frac{c}{\sqrt{n}}\bigr)
$$
where $S_n=\xi_1+\dots+\xi_n, p_0=\sup_x\mathbf{P}(\xi_k-x)$ and $c$ is an absolute constant (one may take $c=2$).
Received: 14.03.1972
Citation:
N. G. Gamkrelidze, “On estimation of the maximal probability for sums of lattice random variables”, Teor. Veroyatnost. i Primenen., 18:4 (1973), 842–846; Theory Probab. Appl., 18:4 (1974), 799–803
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https://www.mathnet.ru/eng/tvp4391 https://www.mathnet.ru/eng/tvp/v18/i4/p842
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Abstract page: | 134 | Full-text PDF : | 69 |
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