Abstract:
Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. In this paper we study the behavior of the concentration functions of the weighted sums $\sum_{k=1}^na_kX_k$ with respect to the arithmetic structure of coefficients $a_k$. Such concentration results recently became important in connection with investigations about singular values of random matrices. In this paper we formulate and prove some refinements of a result of Vershynin (2011).
Key words and phrases:concentration functions, inequalities, the Littlewood–Offord problem, sums of independent random variables.