A recent experiment [Nadj-Perge et al., Science 346, 602 (2014)] gives possible evidence for Majorana bound states in chains of magnetic adatoms placed on a superconductor. While many features of the observed end states are naturally interpreted in terms of Majoranas, their strong localization remained puzzling. We consider a linear chain of Anderson impurities on a superconductor as a minimal model and treat it largely analytically within mean-field theory. We explore the phase diagram, the subgap excitation spectrum, and the Majorana wavefunctions. Owing to a strong velocity renormalization, the latter are localized on a scale which is parametrically small compared to the coherence length of the host superconductor.
