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Inequalities for the distribution of a sum of functions of independent random variables
Authors:A. M. Zubkov
Affiliation:(1) V. A. Steklov Mathematics Institute, Academy of Sciences of the USSR, USSR
Abstract:Let
$$xi  = sumnolimits_{i_1 ,...,i_r  = 1}^n {f_{i_1 ,...,i_r  } (zeta _{i_1 ,...,} zeta _{iota _r } )}$$
where zeta1,..., zetan are independent random variables and the
$$f_{i_1 ,...,i_r }$$
are functions (e.g., taking the values 0 and 1). For cases when ldquoalmost allrdquo the summands forming zeta are equal to 0 with a probability close to 1, estimates from above and below are obtained for the quantity P{zeta=0}, as well as upper estimates for the distance in variation between the distribution zeta, and the distribution of the ldquoapproximatingrdquo sum of independent random variables.Translated from Matematicheskie Zametki, Vol. 22, No. 5, pp. 745–758, November, 1977.The author is grateful to V. G. Mikhailov for numerous discussions of the results of this paper and for his help in carrying out the tedious auxiliary calculations.
Keywords:
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