A multiplicative inequality for concentration functions of n-fold convolutions

zbMATH Open0969.60023arXiv1402.6966MaRDI QIDQ4524733FDOQ4524733

Authors: Friedrich Götze, A. Yu. Zaitsev 

Publication date: 23 September 2001

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.

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

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zbMATH Keywords

concentration functionconvolutions oscillator

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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