The Erdős-Littlewood-Offord inequality states that if , ...,
are real numbers satisfying
,
then at most the binomial coefficient
of the
signed sums
, where each
, lie in any open
interval of length 2 (Erdős 1945).
Equivalently, if , ...,
are independent
and identically distributed random signs, each taking the values
and 1 with equal probability,
then for every open interval
of length 2,
The inequality is sharp, as can be seen by taking and choosing an open
interval containing a mode of the signed sum.