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

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2015年 / 28卷 / 03期

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

页码：976 / 988

页数：13

共 25 条

[1]

[Anonymous], 1995, OXFORD STUDIES PROBA

[2] LOGARITHMICALLY CONCAVE FUNCTIONS AND SECTIONS OF CONVEX-SETS IN RN [J].