Concentration inequalities and limit theorems for randomized sums

• 成果类型: Article
• 署名作者: Bobkov, Sergey G.; Goetze, Friedrich
• 署名单位: University of Minnesota System; University of Minnesota Twin Cities; University of Bielefeld
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-006-0500-9
• 发表日期: 2007
• 页码: 49-81
• 关键词: logarithmic sobolev inequalities; random-variables; trigonometric series; subsequences; PRINCIPLE; sequence

摘要

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.