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Local estimates for the Levy concentration function in multidimensional and Hilbert spaces

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Abstract

One proves the analogues of Resten's inequality for the Levy concentration function of random vectors with values in a Euclidean or Hilbert space.

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Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 130, pp. 6–10, 1983.

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Anan'evskii, S.M., Miroshnikov, A.L. Local estimates for the Levy concentration function in multidimensional and Hilbert spaces. J Math Sci 27, 3167–3170 (1984). https://doi.org/10.1007/BF01850662

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