On an Estimate of the Concentration Function of a Sum of Independent Random Variables

DOI10.1137/1115076zbMath0236.60019OpenAlexW2009164880MaRDI QIDQ5646173

Valentin V. Petrov

Publication date: 1971

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1115076

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (3)

On the deviation between the distributions of sums and maximum sums of iid random vectors ⋮ A note on concentration functions ⋮ Equivalence of rates of convergence in the CLT between maximum partial sums and first passage times of random walks

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