Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teoriya Veroyatnostei i ee Primeneniya, 1961, Volume 6, Issue 1, Pages 106–108 (Mi tvp4754)  

This article is cited in 33 scientific papers (total in 33 papers)

Short Communications

On the Increase of Dispersion of Sums of Independent Random Variables

B. A. Rogozin

Moscow
Abstract: Let $\xi_1,\xi_2,\dots,\xi_n$ be independent random variables,
$$Q_k\{l\}=\mathop{\sup}\limits_x\mathbf P\{x\leq\xi _k\leq x+l\},\\Q(L)=\mathop{\sup}\limits_x\mathbf P\{{x\leq\xi_1+\cdots+\xi_n\leq x+L}\},\quad s=\sum\limits_{k+1}^n{(1-Q_k(l_k)})l_k^2$$

Theorem 1. If $L>\max l_2$, then
$$Q(L)\leq\frac{CL}{l\sqrt s},$$
where $C$ is an absolute constant.
Special cases of this theorem correspond to the results of [1]–[4].
Received: 12.06.1960
English version:
Theory of Probability and its Applications, 1961, Volume 6, Issue 1, Pages 97–99
DOI: https://doi.org/10.1137/1106010
Document Type: Article
Language: Russian
Citation: B. A. Rogozin, “On the Increase of Dispersion of Sums of Independent Random Variables”, Teor. Veroyatnost. i Primenen., 6:1 (1961), 106–108; Theory Probab. Appl., 6:1 (1961), 97–99
Citation in format AMSBIB
\Bibitem{Rog61}
\by B.~A.~Rogozin
\paper On the Increase of Dispersion of Sums of Independent Random Variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1961
\vol 6
\issue 1
\pages 106--108
\mathnet{http://mi.mathnet.ru/tvp4754}
\transl
\jour Theory Probab. Appl.
\yr 1961
\vol 6
\issue 1
\pages 97--99
\crossref{https://doi.org/10.1137/1106010}
Linking options:
  • https://www.mathnet.ru/eng/tvp4754
  • https://www.mathnet.ru/eng/tvp/v6/i1/p106
  • This publication is cited in the following 33 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
    Statistics & downloads:
    Abstract page:226
    Full-text PDF :122
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024