Littlewood-Offord Inequalities for Random Variables

  • Authors:
  • I. Leader;A. J. Radcliffe

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Discrete Mathematics
  • Year:
  • 1994

Quantified Score

Hi-index 0.00

Visualization

Abstract

The concentration of a real-valued random variable $X$ is $$ c(X)=\sup_{t \in {\Bbb R}} {\bf P} (t $$ Given bounds on the concentrations of n independent random variables, how large can the concentration of their sum be? The main aim of this paper is to give a best possible upper bound for the concentration of the sum of $n$ independent random variables, each of concentration at most $1/k$, where $k$ is an integer. Other bounds on the concentration are also discussed, as well as the case of vector-valued random variables.