Multivariate Estimates for the Concentration Functions of Weighted Sums of Independent, Identically Distributed Random Variables

Verfasser / Beitragende:
[Yu. Eliseeva]
Ort, Verlag, Jahr:
2015
Enthalten in:
Journal of Mathematical Sciences, 204/1(2015-01-01), 78-89
Format:
Artikel (online)
ID: 605524750
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024 7 0 |a 10.1007/s10958-014-2188-1  |2 doi 
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100 1 |a Eliseeva  |D Yu  |u St. Petersburg State University, St. Petersburg, Russia  |4 aut 
245 1 0 |a Multivariate Estimates for the Concentration Functions of Weighted Sums of Independent, Identically Distributed Random Variables  |h [Elektronische Daten]  |c [Yu. Eliseeva] 
520 3 |a In this paper, we formulate and prove multidimensional generalizations of results obtained previously by the author and A. Yu. Zaitsev. Let X, X 1 , . . . , X n be independent, identically distributed random variables. We study the behavior of the concentration function of the random variable ∑ k = 1 n X k a k $$ {\displaystyle \sum_{k=1}^n{X}_k{a}_k} $$ according to the arithmetic structure of the vectors a k . Recently, interest to this problem increased significantly due to study of distributions of eigenvalues of random matrices. In this paper, we formulate and prove some refinements of results of Rudelson-Vershinin and Friedland-Sodin. Bibliography: 29 titles. 
540 |a Springer Science+Business Media New York, 2014 
773 0 |t Journal of Mathematical Sciences  |d Springer US; http://www.springer-ny.com  |g 204/1(2015-01-01), 78-89  |x 1072-3374  |q 204:1<78  |1 2015  |2 204  |o 10958 
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908 |D 1  |a research-article  |2 jats 
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950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s10958-014-2188-1  |q text/html  |z Onlinezugriff via DOI 
950 |B NATIONALLICENCE  |P 100  |E 1-  |a Eliseeva  |D Yu  |u St. Petersburg State University, St. Petersburg, Russia  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Journal of Mathematical Sciences  |d Springer US; http://www.springer-ny.com  |g 204/1(2015-01-01), 78-89  |x 1072-3374  |q 204:1<78  |1 2015  |2 204  |o 10958