An Estimate of the Concentration Functionby the Esseen Method
N. P. Salikhov · Theory of Probability and Its Applications · 1997
The paper deals with the Esseen method of obtaining upper estimates for the concentration function of a random variable X in terms of the characteristic function of X. Some problems of the parametric optimization of such estimates are solved. Applications are described to the estimation of the probabilities of large deviations of the sums of identically distributed random variables.