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

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
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}
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  • This publication is cited in the following 34 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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