G-2017-68
Densities of sums and small ball probability
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We propose a lemma that clarifies the proof of Theorem 4.1 on densities of sums in Rudelson and Vershynin. More precisely, by denoting by fS+Y
the density of an absolutely continuous real-valued random variable S
augmented by an independent real-valued Gaussian random variable Y
with mean zero and an arbitrarily small variance, we prove that if fS+Y
is bounded almost everywhere by a strictly positive constant C
, then almost everywhere, the density fS
is also bounded by the same constant C
. Then, using these results, we show how small ball probability estimates such as
\begin{equation*}
ℙ{(|\sum_{k=1}^na_k\xi_k}|\leq\varepsilon)\leq C\varepsilon\quad\text{for all}\ \ \varepsilon>0,
\end{equation*}
with a_k
's real numbers still hold when a_k
's are arbitrary random variables.
Paru en août 2017 , 12 pages
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