Article

Bounds on the concentration function in terms of Diophantine approximation

School of Mathematical Sciences, Tel Aviv University, Ramat Aviv, Tel Aviv 69978, Israel
07/2007; DOI:10.1016/j.crma.2007.10.006
Source: arXiv

ABSTRACT We demonstrate a simple analytic argument that may be used to bound the Levy concentration function of a sum of independent random variables. The main application is a version of a recent inequality due to Rudelson and Vershynin, and its multidimensional generalisation.

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