Order of Magnitude of the Concentration Function

DOI10.2307/2045081MaRDI QIDQ3036407zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• A note on domains of partial attraction
• Approximate local limit theorems for laws outside domains of attraction
• Domains of partial attraction and tightness conditions
• On the concentration function of a sum of independent random variables
• Order of Magnitude of Moments of Sums of Random Variables
• Regularly varying functions

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

This page was built for publication: Order of Magnitude of the Concentration Function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3036407)