On an estimate of the concentration function for the sum of identically distributed two-dimensional independent lattice random vectors
Teoriâ veroâtnostej i ee primeneniâ, Tome 26 (1981) no. 1, pp. 156-160
Voir la notice de l'article provenant de la source Math-Net.Ru
The following theorem is proved. If $\xi_1,\xi_2,\dots$ is a sequence of non-degenerate identically distributed independent random variables with values in $Z^2$, then
$$
\sup_{m\in Z^2}\mathbf P(\xi_1+\dots+\xi_n=m)\le Cn^{-1}\Delta^{-1/2},
$$
where $C$ is an absolute constant, $\Delta=(P_L-P_0)(1-P_L)$,
$$
P_0=\max_{m\in Z^2}\mathbf P\{\xi=x\},\qquad
P_L=\max_H\mathbf P\{\xi\in H\},
$$
$H$ is a set of points belonging to some straight line.
@article{TVP_1981_26_1_a13,
author = {A. G. Postnikov and A. A. Judin},
title = {On an estimate of the concentration function for the sum of identically distributed two-dimensional independent lattice random vectors},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {156--160},
publisher = {mathdoc},
volume = {26},
number = {1},
year = {1981},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1981_26_1_a13/}
}
TY - JOUR AU - A. G. Postnikov AU - A. A. Judin TI - On an estimate of the concentration function for the sum of identically distributed two-dimensional independent lattice random vectors JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1981 SP - 156 EP - 160 VL - 26 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1981_26_1_a13/ LA - ru ID - TVP_1981_26_1_a13 ER -
%0 Journal Article %A A. G. Postnikov %A A. A. Judin %T On an estimate of the concentration function for the sum of identically distributed two-dimensional independent lattice random vectors %J Teoriâ veroâtnostej i ee primeneniâ %D 1981 %P 156-160 %V 26 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1981_26_1_a13/ %G ru %F TVP_1981_26_1_a13
A. G. Postnikov; A. A. Judin. On an estimate of the concentration function for the sum of identically distributed two-dimensional independent lattice random vectors. Teoriâ veroâtnostej i ee primeneniâ, Tome 26 (1981) no. 1, pp. 156-160. http://geodesic.mathdoc.fr/item/TVP_1981_26_1_a13/