On Concentration Functions of Random Variables

被引:18
作者
Bobkov, Sergey G. [1 ]
Chistyakov, Gennadiy P. [2 ]
机构
[1] Univ Minnesota, Minneapolis, MN 55455 USA
[2] Univ Bielefeld, D-33615 Bielefeld, Germany
关键词
Concentration functions; Sums of independent random variables; Log-concave distributions; INDEPENDENT RANDOM-VARIABLES; N-FOLD CONVOLUTIONS; INEQUALITY; SPACES; DECAY; SUMS;
D O I
10.1007/s10959-013-0504-1
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Concentration functions are considered for sums of independent random variables. Two-sided bounds are given for concentration functions in the case of log-concave distributions.
引用
收藏
页码:976 / 988
页数:13
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