A multiplicative inequality for concentration functions of n-fold convolutions

MaRDI QIDQ4524733zbMATH OpenFDO

Authors Friedrich Götze, A. Yu. Zaitsev

Publication date 23 September 2001

Full work available at URL https://arxiv.org/abs/1402.6966

zbMATH Keywords

concentration functionconvolutions oscillator

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Abstract: We estimate the concentration functions of $n$-fold convolutions of one-dimensional probability measures. The main result is a supplement to the results of G"otze and Zaitsev (1998). We show that the estimation of concentration functions at arguments of bounded size can be reduced to the estimation of these functions at arguments of size $O(sqrtn)$ which is easier.

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