A Multiplicative Inequality for Concentration Functions of n-Fold Convolutions
Friedrich Götze, A. Yu. Zaîtsev · Birkhäuser Boston eBooks · 2000
We estimate the concentration functions of n -fold convolutions of one-dimensional probability measures. The main result is a supplement to the results of Götze and Zaitsev (1998). We show that the estimation of concentration functions at arguments of bounded size can be reduced to the estimation of these functions at arguments of size \(O\left( {\sqrt n } \right)\) which is easier. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.