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Zapiski Nauchnykh Seminarov POMI, 2018, Volume 474, Pages 118–123
(Mi znsl6672)
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This article is cited in 3 scientific papers (total in 3 papers)
On improvement of the estimate of the distance between sequential sums of independent random variables
Ya. S. Golikovaab a Saint Petersburg State University, Saint Petersburg, Russia
b Baltic State Technical University, St. Petersburg, Russia
Abstract:
The aim of the present paper is to improve the previously obtained estimate of the constant in the inequality for the uniform distance between $n$ and $(n + 1)$-fold convolution of one-dimensional probability distributions in the case where distribution $F$ has $0$ as $q$-quantile.
Key words and phrases:
uniform distance, sum of independent identically distributed random variables, concentration functions, inequalities, estimate of the absolute constant.
Received: 28.11.2018
Citation:
Ya. S. Golikova, “On improvement of the estimate of the distance between sequential sums of independent random variables”, Probability and statistics. Part 27, Zap. Nauchn. Sem. POMI, 474, POMI, St. Petersburg, 2018, 118–123
Linking options:
https://www.mathnet.ru/eng/znsl6672 https://www.mathnet.ru/eng/znsl/v474/p118
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Abstract page: | 125 | Full-text PDF : | 37 | References: | 33 |
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