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Teoriya Veroyatnostei i ee Primeneniya, 1961, Volume 6, Issue 1, Pages 103–105 (Mi tvp4753)  

This article is cited in 42 scientific papers (total in 42 papers)

Short Communications

On Evaluating the Concentration Functions

B. A. Rogozin

Moscow
Abstract: Let $\xi_1,\dots,\xi_n$ be independent random variables,
$$Q_k\{l\}=\mathop{\sup}\limits_x\mathbf P\{x\leq\xi _k\leq x+l\},\\Q(L)=\mathop{\sup}\limits_x\mathbf P\{{x\leq\xi_1+\cdots+\xi_n\leq x+L}\},\quad s=\sum\limits_{k+1}^n(1-Q_k(l)).$$

Theorem 1. If $L\ge l$, then
$$Q(L)\leq\frac{CL}{l\sqrt s},$$
where $C$ is an absolute constant. This is a refinement of the main theorem in [1].
Received: 18.02.1960
English version:
Theory of Probability and its Applications, 1961, Volume 6, Issue 1, Pages 94–97
DOI: https://doi.org/10.1137/1106009
Document Type: Article
Language: Russian
Citation: B. A. Rogozin, “On Evaluating the Concentration Functions”, Teor. Veroyatnost. i Primenen., 6:1 (1961), 103–105; Theory Probab. Appl., 6:1 (1961), 94–97
Citation in format AMSBIB
\Bibitem{Rog61}
\by B.~A.~Rogozin
\paper On Evaluating the Concentration Functions
\jour Teor. Veroyatnost. i Primenen.
\yr 1961
\vol 6
\issue 1
\pages 103--105
\mathnet{http://mi.mathnet.ru/tvp4753}
\transl
\jour Theory Probab. Appl.
\yr 1961
\vol 6
\issue 1
\pages 94--97
\crossref{https://doi.org/10.1137/1106009}
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  • This publication is cited in the following 42 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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