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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2016 Volume 454, Pages 216–219 (Mi znsl6394)

This article is cited in 3 papers

Estimation of the constant in the inequality for the uniform distance between distributions of sequential sums of i.i.d. random variables

E. L. Maistrenko

St. Petersburg State University, St. Petersburg, Russia

Abstract: Some of the known inequalities for the uniform distance between distributions of sequential sums of independent identically distributed random variables are considered. In the case where distribution $F$ has $0$ as $q$-quantile an upper bound for the absolute constant in the inequality is given.

Key words and phrases: uniform distance, sequential sums of i.i.d., estimation of the constant.

UDC: 519.21

Received: 25.11.2016


 English version:
Journal of Mathematical Sciences (New York), 2018, 229:6, 741–743

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© Steklov Math. Inst. of RAS, 2024