Bounds on the concentration function in terms of Diophantine approximation
Probability
2007-11-21 v4
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.
Cite
@article{arxiv.0706.2679,
title = {Bounds on the concentration function in terms of Diophantine approximation},
author = {Omer Friedland and Sasha Sodin},
journal= {arXiv preprint arXiv:0706.2679},
year = {2007}
}