1,998 research outputs found

    Bound for the maximal probability in the Littlewood-Offord problem

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    The paper deals with studying a connection of the Littlewood--Offord problem with estimating the concentration functions of some symmetric infinitely divisible distributions. It is shown that the values at zero of the concentration functions of weighted sums of i.i.d. random variables may be estimated by the values at zero of the concentration functions of symmetric infinitely divisible distributions with the L\'evy spectral measures which are multiples of the sum of delta-measures at ±\pmweights involved in constructing the weighted sums.Comment: 5 page

    Estimates for the closeness of convolutions of probability distributions on convex polyhedra

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    The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent summands by the accompanying compound Poisson laws and the estimates of the proximity of sequential convolutions of multidimensional distributions may be transferred to the estimation of the closeness of convolutions of probability distributions on convex polyhedra.Comment: 8 page

    Arak Inequalities for Concentration Functions and the Littlewood--Offord Problem: a shortened version

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    Let X,X1,,XnX,X_1,\ldots,X_n be independent identically distributed random variables. In this paper we study the behavior of concentration functions of weighted sums k=1nXkak\sum_{k=1}^{n} X_k a_k with respect to the arithmetic structure of coefficients~aka_k in the context of the Littlewood--Offord problem. Concentration results of this type received renewed interest in connection with distributions of singular values of random matrices. Recently, Tao and Vu proposed an Inverse Principle in the Littlewood--Offord problem. We discuss the relations between the Inverse Principle of Tao and Vu as well as that of Nguyen and Vu and a similar principle formulated for sums of arbitrary independent random variables in the work of Arak from the 1980's. This paper is a shortened and edited version of the preprint arXiv:1506.09034. Here we present the results without proofs.Comment: 9 pages. shortened version of arXiv:1506.0903

    A new bound in the Littlewood--Offord problem

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    The paper deals with studying a connection of the Littlewood--Offord problem with estimating the concentration functions of some symmetric infinitely divisible distributions.Comment: 7 pages. arXiv admin note: substantial text overlap with arXiv:1411.687

    Rare events and Poisson point processes

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    The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent terms by the accompanying compound Poisson laws may be interpreted as rather sharp quantitative estimates for the closeness between the sample containing independent observations of rare events and the Poisson point process which is obtained after a Poissonization of the initial sample.Comment: 9 page
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