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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2013 Volume 412, Pages 121–137 (Mi znsl5644)

This article is cited in 6 papers

Multivariate estimates for the concentration functions of weighted sums of independent identically distributed random variables

Yu. S. Eliseeva

St. Petersburg State University, St. Petersburg, Russia

Abstract: This article is a multidimensional generalization of the results Eliseeva and Zaitsev (2012). Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable $\sum_{k=1}^na_kX_k$ according to the arithmetic structure of vectors $a_k$. Recently the interest to this question has increased significantly due to the study of distributions of eigenvalues of random matrices. In this paper we formulate and prove some refinements of the results Friedland and Sodin (2007) and Rudelson and Vershynin (2009).

Key words and phrases: multivarite concentration functions, sums of independent random variables, the Littlewood–Offord problem.

UDC: 519.2

Received: 18.11.2012


 English version:
Journal of Mathematical Sciences (New York), 2015, 204:1, 78–89

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