On the concentration function of a sum of independent random variables
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Publication:5591192
DOI10.1007/BF00531753zbMATH Open0195.19303OpenAlexW2042699980MaRDI QIDQ5591192FDOQ5591192
Authors: Carl-Gustav Esseen
Publication date: 1968
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00531753
Characteristic functions; other transforms (60E10) Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)
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- Random deletion does not affect asymptotic normality or quadratic negligibility
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- On the rate of decay of the concentration function of the sum of independent random variables
- On Bernoulli decompositions for random variables, concentration bounds, and spectral localization
- Bounds for sums of random variables over a Markov chain
- Dyson Ferrari-Spohn diffusions and ordered walks under area tilts
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