The Rapid Decay of Concentration Functions of Sums of Independent Random Variables

DOI10.1137/1134066zbMath0705.60019OpenAlexW2028925195MaRDI QIDQ3485665

N. G. Ushakov, A. P. Suchkov

Publication date: 1989

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1134066

zbMATH Keywords

characteristic functionconcentration functionheavy tailsunimodal distributionestimates of the concentration function

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50) Distribution theory (60E99) Limit theorems in probability theory (60F99)

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On the rate of decay of concentration functions of \(n\)-fold convolutions of probability distributions

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