Multivariate estimates for the concentration functions of weighted sums of independent identically distributed random variables
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 19, Tome 412 (2013), pp. 121-137
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This article is a multidimensional generalization of the results Eliseeva and Zaitsev (2012). Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable $\sum_{k=1}^na_kX_k$ according to the arithmetic structure of vectors $a_k$. 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 Friedland and Sodin (2007) and Rudelson and Vershynin (2009).
@article{ZNSL_2013_412_a6,
author = {Yu. S. Eliseeva},
title = {Multivariate estimates for the concentration functions of weighted sums of independent identically distributed random variables},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {121--137},
publisher = {mathdoc},
volume = {412},
year = {2013},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2013_412_a6/}
}
TY - JOUR AU - Yu. S. Eliseeva TI - Multivariate estimates for the concentration functions of weighted sums of independent identically distributed random variables JO - Zapiski Nauchnykh Seminarov POMI PY - 2013 SP - 121 EP - 137 VL - 412 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2013_412_a6/ LA - ru ID - ZNSL_2013_412_a6 ER -
%0 Journal Article %A Yu. S. Eliseeva %T Multivariate estimates for the concentration functions of weighted sums of independent identically distributed random variables %J Zapiski Nauchnykh Seminarov POMI %D 2013 %P 121-137 %V 412 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZNSL_2013_412_a6/ %G ru %F ZNSL_2013_412_a6
Yu. S. Eliseeva. Multivariate estimates for the concentration functions of weighted sums of independent identically distributed random variables. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 19, Tome 412 (2013), pp. 121-137. http://geodesic.mathdoc.fr/item/ZNSL_2013_412_a6/