Estimates for the concentration functions of weighted sums of independent random variables
Probability
2014-01-07 v1
Abstract
Let be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable according to the arithmetic structure of coefficients . 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