The Rapid Decay of Concentration Functions of Sums of Independent Random Variables

DOI10.1137/1134066MaRDI QIDQ3485665zbMATH OpenOpenAlexFDO

Authors A. P. Suchkov, Nikolai G. Ushakov

Publication date 1989

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1134066

zbMATH Keywords

characteristic functionheavy tailsconcentration functionunimodal distributionestimates of the concentration function

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50) Limit theorems in probability theory (60F99) Distribution theory (60E99)

Cited in

(1)

• On the rate of decay of concentration functions of \(n\)-fold convolutions of probability distributions

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