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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2021 Volume 501, Pages 8–23 (Mi znsl7074)

On constants in the Kolmogorov–Rogozin and Kesten inequalities in a Hilbert space

S. M. Ananjevskii

Saint Petersburg State University

Abstract: In this paper, we refine the values of the absolute constants in the Kolmogorov–Rogozin and Kesten inequalities for the concentration function of the sum of independent random vectors in a Hilbert space.

Key words and phrases: sums of independent random vectors, concentration functions, inequalities for concentration functions.

UDC: 519.2

Received: 01.06.2021



© Steklov Math. Inst. of RAS, 2024