Bounds on the concentration function in terms of the Diophantine approximation

DOI10.1016/J.CRMA.2007.10.006zbMATH Open1138.60023arXiv0706.2679OpenAlexW2963676456MaRDI QIDQ2464263FDOQ2464263

Authors: Omer Friedland, Sasha Sodin 

Publication date: 12 December 2007

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Abstract: We demonstrate a simple analytic argument that may be used to bound the Levy concentration function of a sum of independent random variables. The main application is a version of a recent inequality due to Rudelson and Vershynin, and its multidimensional generalisation.

Full work available at URL: https://arxiv.org/abs/0706.2679

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Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Diophantine approximation in probabilistic number theory (11K60)

Cites Work

• A general rearrangement inequality for multiple integrals
• Estimates for the concentration function of combinatorial number theory and probability
• The Littlewood-Offord problem and invertibility of random matrices

Cited In (17)

• Complex random matrices have no real eigenvalues
• Smallest singular value of a random rectangular matrix
• The strong circular law: A combinatorial view
• On the Littlewood-Offord problem
• Toward the history of the Saint St. Petersburg school of probability and statistics. I: Limit theorems for sums of independent random variables
• Smoothness and Lévy concentration function inequalities for distributions of random diagonal sums
• A combinatorial approach to small ball inequalities for sums and differences
• Multivariate estimates for the concentration functions of weighted sums of independent, identically distributed random variables
• Small ball estimates for quasi-norms
• On the rate of decay of concentration functions of \(n\)-fold convolutions of probability distributions
• Arak inequalities for concentration functions and the Littlewood-Offord problem
• On global universality for zeros of random polynomials
• Spectrum and pseudospectrum for quadratic polynomials in Ginibre matrices
• Inverse Littlewood-Offord problems for quasi-norms
• Estimates for the concentration functions in the Littlewood-Offord problem
• Random embedding of \({\ell_p^n}\) into \({\ell_r^N}\)
• Exit times for integrated random walks

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