On constants in the Kolmogorov-Rogozin inequalities in the Hilbert space

DOI10.1007/S10958-023-06530-XMaRDI QIDQ6132512zbMATH OpenOpenAlexFDO

Authors S. M. Ananjevskii

Publication date 14 July 2023

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-023-06530-x

zbMATH Keywords

concentration function of random variableconcentration function of random vectorKesten inequalitiesKolmogorov-Rogozin inequalities

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Inequalities; stochastic orderings (60E15)

Review text

The author considers Kolmogorov-Rogozin and Kesten inequalities. The values of the absolute constants in these inequalities are refined for the concentration function of the sum of independent random vectors in a Hilbert space.

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Cites work

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Cited in

(2)

• On the universal constant in the Katz-Petrov and Osipov inequalities
• The sharp form of the Kolmogorov-Rogozin inequality and a conjecture of Leader-Radcliffe

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