On an Estimate of the Concentration Function of a Sum of Independent Random Variables
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1115076
Reference5 articles.
1. On the Kolmogorov-Rogozin inequality for the concentration function
2. On the concentration function of a sum of independent random variables
3. Some Results on Small-Deviation Probability Convergence Rates for Sums of Independent Random Variables
4. On the asymptotic distribution of sums of independent identically distributed random variables
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Increasing subsequences of random walks;Mathematical Proceedings of the Cambridge Philosophical Society;2016-09-23
2. A note on concentration functions;Proceedings of the Royal Society of Edinburgh: Section A Mathematics;1984
3. Equivalence of rates of convergence in the CLT between maximum partial sums and first passage times of random walks;Scandinavian Actuarial Journal;1983-04
4. On the deviation between the distributions of sums and maximum sums of IID random vectors;Annals of the Institute of Statistical Mathematics;1982-12
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