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A note on concentration functions

Published online by Cambridge University Press:  14 November 2011

J. E. A. Dunnage
J. E. A. Dunnage
Affiliation:
Chelsea College (University of London), LondonSW10 OUA
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Synopsis

We give an inequality for the concentration function of a sum X1 + … + Xn of independent random variables when Xv has a finite absolute moment of order kv (2 < kv ≦ 3). It is an extension of somewhat similar inequalities found earlier by Offord and by the author in the case of finite third-order absolute moments.

Type
Research Article
Information
Proceedings of the Royal Society of Edinburgh Section A: Mathematics , Volume 96 , Issue 3-4 , 1984 , pp. 181 - 184
Copyright
Copyright © Royal Society of Edinburgh 1984

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