Estimates of the Concentration Functions of Weighted Sums of Independent Random Variables
Estimates of the Concentration Functions of Weighted Sums of Independent Random Variables
Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. This paper deals with the question of the behavior of the concentration functions of the weighted sums $\sum_{k=1}^{n}a_k X_k$ with respect to the arithmetic structure of coefficients $a_k$. The growing interest in this topic is related to studies of eigenvalues of random …