Littlewood-Offord Inequalities for Random Variables
نویسندگان
چکیده
The concentration of a real-valued random variable X is c(X) sup P(t < X < + 1). Given bounds on the concentrations of n independent random variables, how large can the concentration of their sum be? The main aim of this paper is to give a best possible upper bound for the concentration of the sum of n independent random variables, each of concentration at most 1/k, where k is an integer. Other bounds on the concentration are also discussed, as well as the case of vector-valued random variables.
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ورودعنوان ژورنال:
- SIAM J. Discrete Math.
دوره 7 شماره
صفحات -
تاریخ انتشار 1994