Ya. S. Golikova, “On improvement of the estimate of the distance between sequential sums of independent random variables”, Zap. Nauchn. Sem. POMI, 2018, Volume 474,Pages <nobr>118

This article is cited in 3 papers

On improvement of the estimate of the distance between sequential sums of independent random variables

Ya. S. Golikova^ab

^a Saint Petersburg State University, Saint Petersburg, Russia
^b Baltic State Technical University, St. Petersburg, Russia

Abstract: The aim of the present paper is to improve the previously obtained estimate of the constant in the inequality for the uniform distance between $n$ and $(n + 1)$-fold convolution of one-dimensional probability distributions in the case where distribution $F$ has $0$ as $q$-quantile.

Key words and phrases: uniform distance, sum of independent identically distributed random variables, concentration functions, inequalities, estimate of the absolute constant.

UDC: 519.2

Received: 28.11.2018