Multifold sumsets and fast decreasing of concentration functions

DOI10.1016/S0167-7152(00)00184-XMaRDI QIDQ5933628zbMATH OpenFDO

Authors A. S. Fainleib

Publication date 21 April 2002

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(00)00184-X

zbMATH Keywords

characteristic functionconcentration functionmultifold sumsetsemi-additive function

Mathematics Subject Classification ID

Distribution theory (60E99) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Multivariate analysis (62H99) Reliability and life testing (62N05)

Review text

Let \(Q(X,l)\) denote the concentration function of a random variable \(X\), and let \(S_n=X_1,\dots,X_n\) where \(X_j\) are i.i.d. random variables. It is known that \(Q(S_n,l)\) tends to zero at least like \(1/\sqrt n\) when \(l\) is fixed and \(n\) grows. It is also known that in some cases the convergence is faster. The author formulates a conjecture on the connection between the rate of decay of \(Q(S_n,l)\) and the behaviour of the function \(Q(X_1,L)\) for large \(L\). A result is proved in this direction, which is based on some metrical properties of \(n\)-fold sumsets for large \(n\).

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Cited in

(4)

• Estimates for the rapid decay of concentration functions of \(n\)-fold convolutions
• On the rate of decay of concentration functions of \(n\)-fold convolutions of probability distributions
• On the rate of decay of the concentration function of the sum of independent random variables
• Fast Monotone Summation over Disjoint Sets

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