Order of magnitude of the concentration function
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- by Peter Hall PDF
- Proc. Amer. Math. Soc. 89 (1983), 141-144 Request permission
Abstract:
Suppose a sum of independent random variables, when scaled in a suitable way, is stochastically compact. It is proved that the precise order of magnitude of the concentration function of the sum equals the inverse of the scale factor.References
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Additional Information
- © Copyright 1983 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 89 (1983), 141-144
- MSC: Primary 60F99; Secondary 60E99, 60G50
- DOI: https://doi.org/10.1090/S0002-9939-1983-0706528-9
- MathSciNet review: 706528