On small values of semi-additive functions (Q1266765): Difference between revisions

Let \(X_1,\dots, X_n\) be i.i.d. real random variables with characteristic function \(f\), \(S_n=X_1+ \cdots +X_n\) and \(Q(S_n,u)= \sup_xP(x\leq S_n\leq x+u)\) the concentration function of \(S_n\). Let \(h(x)\) be an increasing continuous function on \([0,\infty)\), \(h(0)=0\), and \(h(2x)\leq 3h(x)\) for small \(x\). It is proved that \(Q(S_n,1)\leq c_1h(n^{-1/2})\) iff \(\min_{| t|\leq \tau}| f(t)|\leq 1-(h^{-1} (c_2\tau))^2\) for small \(\tau\). The result is a consequence of some inequality for even semi-additive functions on the real line which may be of independent interest.