English

A non-uniform Littlewood-Offord inequality

Probability 2019-10-23 v1 Combinatorics

Abstract

Consider a sum Sn=viε1++vnεnS_n=v_i\varepsilon_1+\cdots+v_n\varepsilon_{n}, where (vi)i=1n(v_i)^{n}_{i=1} are non-zero vectors in Rd\mathbb{R}^{d} and (εi)i=1n(\varepsilon_i)^{n}_{i=1} are independent Rademacher random variables (i.e.,  P(εi=±1)=1/2~{\mathbb{P}(\varepsilon_{i}=\pm 1)=1/2}). The classical Littlewood-Offord problem asks for the best possible upper bound for  supxP(Sn=x)~{\sup_{x}\mathbb{P}(S_n = x)}. In this paper we consider a non-uniform version of this problem. Namely, we obtain the optimal bound for P(Sn=x)\mathbb{P}(S_n = x) in terms of the length of the vector xRdx\in \mathbb{R}^d.

Keywords

Cite

@article{arxiv.1910.10041,
  title  = {A non-uniform Littlewood-Offord inequality},
  author = {Dainius Dzindzalieta and Tomas Juškevičius},
  journal= {arXiv preprint arXiv:1910.10041},
  year   = {2019}
}