Order of Magnitude of the Concentration Function

DOI10.2307/2045081zbMATH Open0524.60054OpenAlexW4251505558MaRDI QIDQ3036407FDOQ3036407

Authors: Peter Hall 

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/2045081

zbMATH Keywords

concentration functionorder of magnitude

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99)

Cites Work

• Title not available (Why is that?)
• Regularly varying functions
• On the concentration function of a sum of independent random variables
• Approximate local limit theorems for laws outside domains of attraction
• Order of Magnitude of Moments of Sums of Random Variables
• Domains of partial attraction and tightness conditions
• A note on domains of partial attraction

Cited In (5)

• Criteria of Relative and Stochastic Compactness for Distributions of Sums of Independent Random Variables
• Stochastic compactness of distributions of sums of independent random variables with finite variances
• Large deviations for random walks under subexponentiality: The big-jump domain
• On the rate of decay of concentration functions of \(n\)-fold convolutions of probability distributions
• Characteristic functions and compactness of distributions of sums of independent random variables

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