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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1973 Volume 18, Issue 4, Pages 842–846 (Mi tvp4391)

This article is cited in 5 papers

Short Communications

On estimation of the maximal probability for sums of lattice random variables

N. G. Gamkrelidze


Abstract: This paper deals with the estimation of the maximal probability for sums of independent unimodal symmetric lattice random variable $\xi_k$. The author proves the following inequality
$$ \sup_x\mathbf{P}(S_n=x)\le\sqrt{\frac6{\pi}}\frac{p_0}{\sqrt{n(1-p_0^2)}}\bigl(1+\frac{c}{\sqrt{n}}\bigr) $$
where $S_n=\xi_1+\dots+\xi_n, p_0=\sup_x\mathbf{P}(\xi_k-x)$ and $c$ is an absolute constant (one may take $c=2$).

Received: 14.03.1972


 English version:
Theory of Probability and its Applications, 1974, 18:4, 799–803

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