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.