On Concentration Functions of Random Variables

Sergey G Bobkov, Gennadiy P. Chistyakov

Research output: Contribution to journalArticlepeer-review

5 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 languageEnglish (US)
Pages (from-to)976-988
Number of pages13
JournalJournal of Theoretical Probability
Volume28
Issue number3
DOIs
StatePublished - Sep 1 2015

Keywords

  • Concentration functions
  • Log-concave distributions
  • Sums of independent random variables

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