English

Estimates for the concentration functions of weighted sums of independent random variables

Probability 2014-01-07 v1

Abstract

Let X,X1,...,XnX,X_1,...,X_n be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable k=1nakXk\sum_{k=1}^{n}a_k X_k according to the arithmetic structure of coefficients aka_k. Recently the interest to this question has increased significantly due to the study of distributions of eigenvalues of random matrices. In this paper we formulate and prove some refinements of the results of Friedland and Sodin (2007) and Rudelson and Vershynin (2009).

Keywords

Cite

@article{arxiv.1203.5520,
  title  = {Estimates for the concentration functions of weighted sums of independent random variables},
  author = {Yu. S. Eliseeva and A. Yu. Zaitsev},
  journal= {arXiv preprint arXiv:1203.5520},
  year   = {2014}
}

Comments

submitted to Theory of Probability and its Applications