An estimate of the absolute constant in the inequality for the uniform distance between the distributions of sequential sums of independent random variables

DOI10.1007/S10958-018-3713-4MaRDI QIDQ1746413zbMATH OpenOpenAlexFDO

Authors E. L. Maistrenko

Publication date 25 April 2018

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-018-3713-4

zbMATH Keywords

\(q\)-quantilesequential sumsuniform distance

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

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Cites work

• scientific article; zbMATH DE number 3980131 (Why is no real title available?)
• scientific article; zbMATH DE number 3707477 (Why is no real title available?)
• scientific article; zbMATH DE number 3766760 (Why is no real title available?)
• Some Properties of N-Fold Convolutions of Distributions

Cited in

(4)

• Almost-independent statistics \(X_ 1+X_ 2\) and \(X_ 1-X_ 2\) in the uniform metric
• On improvement of the estimate for the distance between sequential sums of independent random variables
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• On constants in the Kolmogorov-Rogozin inequalities in the Hilbert space

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