Multivariate estimates for the concentration functions of weighted sums of independent identically distributed random variables
Probability
2013-03-19 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 vectors . 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 multidimensional generalizations of the results Eliseeva and Zaitsev (2012). They are also the refinements of the results of Friedland and Sodin (2007) and Rudelson and Vershynin (2009).
Keywords
Cite
@article{arxiv.1303.4005,
title = {Multivariate estimates for the concentration functions of weighted sums of independent identically distributed random variables},
author = {Yu. S. Eliseeva},
journal= {arXiv preprint arXiv:1303.4005},
year = {2013}
}
Comments
13 pages