The Rapid Decay of Concentration Functions of Sums of Independent Random Variables
A. P. Suchkov, N. G. Ushakov · Theory of Probability and Its Applications · 1990
Previous article Next article The Rapid Decay of Concentration Functions of Sums of Independent Random VariablesA. P. Suchkov and N. G. UshakovA. P. Suchkov and N. G. Ushakovhttps://doi.org/10.1137/1134066PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] V. V. Petrov, Sums of independent random variables, Springer-Verlag, New York, 1975x+346, Berlin 52:9335 CrossrefGoogle Scholar[2] William Feller, An introduction to probability theory and its applications. Vol. II., Second edition, John Wiley & Sons Inc., New York, 1971xxiv+669 42:5292 0219.60003 Google Scholar[3] W. Hengartner and , R. Theodorescu, Concentration functions, Academic Press [A Subsidiary of Harcourt Brace Jovanovich, Publishers], New York-London, 1973xii+139 48:9781 0323.60015 Google Scholar[4] C. G. Esseen, On the concentration function of a sum of independent random variables, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 9 (1968), 290–308 37:6974 0195.19303 CrossrefGoogle Scholar[5] A. B. Mukhin, An estimate of the rapid decay of the concentration of distributions of sums of independent random variablesLimit Theorems and Mathematical Statistics, Fan, Tashkent, 1976, 117–121, (In Russian.) Google Scholar[6] L. N. Morozova, Some estimates for the concentration function of a sum of independent and identically distributed random variables, Limit theorems for random processes (Russian), Izdat. “Fan” Uzbek. SSR, Tashkent, 1977, 85–91, 165 56:9646 Google Scholar[7] E. Lukacs, Characteristic Functions, Griffin, London, 1972 Google Scholar[8] Z. W. Birnbaum, On random variables with comparable peakedness, Ann. Math. Statistics, 19 (1948), 76–81 9,452g 0031.36801 CrossrefGoogle Scholar[9] N. N. Vakhaniya, , V. I. Tarieladze and , S. A. Chobanyan, Probability distributions on Banach spaces, Mathematics and its Applications (Soviet Series), Vol. 14, D. Reidel Publishing Co., Dordrecht, 1987xxvi+482, Boston, Lancaster, Tokyo 97k:60007 0698.60003 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails On the rate of decay of concentration functions of n-fold convolutions of probability distributions9 June 2011 | Vestnik St. Petersburg University: Mathematics, Vol. 44, No. 2 Cross Ref Multifold sumsets and fast decreasing of concentration functionsStatistics & Probability Letters, Vol. 51, No. 4 Cross Ref Volume 34, Issue 3| 1990Theory of Probability & Its Applications History Submitted:06 January 1987Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1134066Article page range:pp. 545-548ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics