Bounds on the concentration function in terms of Diophantine approximation

Details Bounds on the concentration function in terms of Diophantine approximation Bounds on the concentration function in terms of Diophantine approximation

2007-06-18

arxiv.org/abs/0706.2679v4

C. R. Math. Acad. Sci. Paris 345 (2007), no. 9, 513--518

Mathematics

Probability

Scientific paper

We demonstrate a simple analytic argument that may be used to bound the Levy
concentration function of a sum of independent random variables. The main
application is a version of a recent inequality due to Rudelson and Vershynin,
and its multidimensional generalisation.

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