On Concentration Functions of Random Variables

Sergey G. Bobkov; Gennadiy P. Chistyakov

doi:10.1007/s10959-013-0504-1

On Concentration Functions of Random Variables

Sergey G. Bobkov, Gennadiy P. Chistyakov

School of Mathematics

Research output: Contribution to journal › Article › peer-review

16 Scopus citations

Abstract

Concentration functions are considered for sums of independent random variables. Two-sided bounds are given for concentration functions in the case of log-concave distributions.

Original language	English (US)
Pages (from-to)	976-988
Number of pages	13
Journal	Journal of Theoretical Probability
Volume	28
Issue number	3
DOIs	https://doi.org/10.1007/s10959-013-0504-1
State	Published - Sep 1 2015

Bibliographical note

Funding Information:
Research partially supported by NSF grant DMS-1106530, Simons Fellowship, and SFB 701.

Publisher Copyright:
© 2013, Springer Science+Business Media New York.

Keywords

Concentration functions
Log-concave distributions
Sums of independent random variables

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10.1007/s10959-013-0504-1

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@article{8b339753238047759f463519bcf18579,

title = "On Concentration Functions of Random Variables",

abstract = "Concentration functions are considered for sums of independent random variables. Two-sided bounds are given for concentration functions in the case of log-concave distributions.",

keywords = "Concentration functions, Log-concave distributions, Sums of independent random variables",

author = "Bobkov, {Sergey G.} and Chistyakov, {Gennadiy P.}",

note = "Funding Information: Research partially supported by NSF grant DMS-1106530, Simons Fellowship, and SFB 701. Publisher Copyright: {\textcopyright} 2013, Springer Science+Business Media New York.",

year = "2015",

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doi = "10.1007/s10959-013-0504-1",

language = "English (US)",

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journal = "Journal of Theoretical Probability",

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T1 - On Concentration Functions of Random Variables

AU - Bobkov, Sergey G.

AU - Chistyakov, Gennadiy P.

PY - 2015/9/1

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N2 - Concentration functions are considered for sums of independent random variables. Two-sided bounds are given for concentration functions in the case of log-concave distributions.

AB - Concentration functions are considered for sums of independent random variables. Two-sided bounds are given for concentration functions in the case of log-concave distributions.

KW - Concentration functions

KW - Log-concave distributions

KW - Sums of independent random variables

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EP - 988

JO - Journal of Theoretical Probability

JF - Journal of Theoretical Probability

IS - 3

ER -

On Concentration Functions of Random Variables

Abstract

Bibliographical note

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