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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 4, Pages 882–891 (Mi tvp4027)  

This article is cited in 3 scientific papers (total in 3 papers)

Short Communications

On concentration of distributions of sums of independent random vectors on bounded sets

Yu. V. Larin

Romanovskii Mathematical Institute of the National Academy of Sciences of Uzbekistan
Full-text PDF (504 kB) Citations (3)
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.
Received: 10.11.1989
English version:
Theory of Probability and its Applications, 1993, Volume 38, Issue 4, Pages 743–751
DOI: https://doi.org/10.1137/1138076
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\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:
    1. Richard C. Bradley, High Dimensional Probability II, 2000, 315  crossref
    2. Selected Topics in Characteristic Functions, 1999, 335  crossref
    3. 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  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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