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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1993 Volume 38, Issue 4, Pages 882–891 (Mi tvp4027)

This article is cited in 3 papers

Short Communications

On concentration of distributions of sums of independent random vectors on bounded sets

Yu. V. Larin

Romanovskii Mathematical Institute of the National Academy of Sciences of Uzbekistan

Abstract: Bounds are obtained for the concentration function
$$ Q_n (A) =\sup_{x\in\mathbf{R}^k}{\mathbf P}(S_n \in A + x) $$
of sums $S_n=X_1+\cdots+X_n $ of independent random vectors $X_1,\ldots,X_n$ with values in the $k$-dimensional Euclidean space $\mathbf{R}^k$ on bounded Borel sets $A$ in $\mathbf{R}^k$.

Keywords: concentration function, Esseen inequality, Enger inequality, spherical and non-spherical concentration functions.

Received: 10.11.1989


 English version:
Theory of Probability and its Applications, 1993, 38:4, 743–751

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