Concentration inequalities and limit theorems for randomized sums

Sergey G. Bobkov; Friedrich Götze

doi:10.1007/s00440-006-0500-9

Concentration inequalities and limit theorems for randomized sums

Sergey G. Bobkov, Friedrich Götze

Mathematics

Research output: Contribution to journal › Review article › peer-review

21 Scopus citations

Abstract

Concentration properties and an asymptotic behaviour of distributions of normalized and self-normalized sums are studied in the randomized model where the observation times are selected from prescribed consecutive integer intervals.

Original language	English (US)
Pages (from-to)	49-81
Number of pages	33
Journal	Probability Theory and Related Fields
Volume	137
Issue number	1-2
DOIs	https://doi.org/10.1007/s00440-006-0500-9
State	Published - Jan 2007

Keywords

Central limit theorem
Concentration
Orthogonal polynomials
Pairwise independent random variables
Self-normalized statistics
Typical distributions

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KW - Pairwise independent random variables

KW - Self-normalized statistics

KW - Typical distributions

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Concentration inequalities and limit theorems for randomized sums

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