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Teoriya Veroyatnostei i ee Primeneniya, 1961, Volume 6, Issue 1, Pages 106–108
(Mi tvp4754)
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This article is cited in 34 scientific papers (total in 34 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
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
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