Inequalities for the Concentration Function

DOI10.1137/1125020MaRDI QIDQ3906172zbMATH OpenOpenAlexFDO

Authors A. L. Miroshnikov, B. A. Rogozin

Publication date 1980

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

Full work available at URL https://doi.org/10.1137/1125020

zbMATH Keywords

concentration functioninequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Distribution theory (60E99) Sums of independent random variables; random walks (60G50)

Cited in

(3)

• On the rate of decay of concentration functions of \(n\)-fold convolutions of probability distributions
• On the accuracy of infinitely divisible approximation of n-fold convolutions of probability distributions
• Multivariate estimates for the concentration functions of weighted sums of independent, identically distributed random variables

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