Bounds on the concentration function in terms of Diophantine approximation
classification
🧮 math.PR
keywords
concentrationfunctionanalyticapplicationapproximationargumentboundbounds
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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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