An Estimate of the Absolute Constant in the Inequality for the Uniform Distance Between the Distributions of Sequential Sums of Independent Random Variables


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Some of known inequalities for the uniform distance between distributions of sequential sums of independent identically distributed random variables are considered. In the case where the distribution F has 0 as the q-quantile, an upper bound for the absolute constant in the inequality is given.

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E. Maistrenko

St. Petersburg State University

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俄罗斯联邦, St. Petersburg

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