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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1981 Volume 26, Issue 2, Pages 335–349 (Mi tvp2514)

This article is cited in 11 papers

Upper bounds for the concentration function in a Hilbert space

G. Siegel

Leipzig

Abstract: New bounds (analogous to the bounds obtained by Kolmogorov, Rogozin and Esseen) are derived for the concentration function of the sums of independent random variables with values in a Hilbert space. In particular, the absolute constants used in the estimates don't depend on the dimension in the finite-dimensional space. Further, some limit theorems for the concentration function and some estimates for the concentration functions of infinitely divisible distributions are given.

Received: 25.05.1978


 English version:
Theory of Probability and its Applications, 1982, 26:2, 328–343

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