A multiplicative inequality for concentration functions of $n$-fold convolutions

F. Götze, A. Yu. Zaitsev

Published 2014-02-27Version 1

We estimate the concentration functions of $n$-fold convolutions of one-dimensional probability measures. The main result is a supplement to the results of G\"otze and Zaitsev (1998). We show that the estimation of concentration functions at arguments of bounded size can be reduced to the estimation of these functions at arguments of size $O(\sqrt n)$ which is easier.