Abstract:
Bounds are obtained for the concentration function
$$
Q_n (A) =\sup_{x\in\mathbf{R}^k}{\mathbf P}(S_n \in A + x)
$$
of sums $S_n=X_1+\cdots+X_n $ of independent random vectors $X_1,\ldots,X_n$ with values in the $k$-dimensional Euclidean space $\mathbf{R}^k$ on bounded Borel sets $A$ in $\mathbf{R}^k$.
Keywords:
concentration function, Esseen inequality, Enger inequality, spherical and non-spherical concentration functions.
Citation:
Yu. V. Larin, “On concentration of distributions of sums of independent random vectors on bounded sets”, Teor. Veroyatnost. i Primenen., 38:4 (1993), 882–891; Theory Probab. Appl., 38:4 (1993), 743–751
\Bibitem{Lar93}
\by Yu.~V.~Larin
\paper On concentration of distributions of sums of independent random vectors on bounded sets
\jour Teor. Veroyatnost. i Primenen.
\yr 1993
\vol 38
\issue 4
\pages 882--891
\mathnet{http://mi.mathnet.ru/tvp4027}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1318005}
\zmath{https://zbmath.org/?q=an:0826.60013}
\transl
\jour Theory Probab. Appl.
\yr 1993
\vol 38
\issue 4
\pages 743--751
\crossref{https://doi.org/10.1137/1138076}
Linking options:
https://www.mathnet.ru/eng/tvp4027
https://www.mathnet.ru/eng/tvp/v38/i4/p882
This publication is cited in the following 3 articles:
Richard C. Bradley, High Dimensional Probability II, 2000, 315
Selected Topics in Characteristic Functions, 1999, 335
Richard C. Bradley, “On Tightness of Partial Sums from Strictly Stationary, Absolutely Regular Sequences of B-Valued Random Variables”, Journal of Mathematical Analysis and Applications, 240:1 (1999), 128