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Matematicheskie Zametki, 1968, Volume 3, Issue 6, Pages 731–738
(Mi mzm6735)
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This article is cited in 1 scientific paper (total in 1 paper)
A probability inequality
A. V. Prokhorov M. V. Lomonosov Moscow State University
Abstract:
The inequalities due to S. N. Bernshtein for the probability of $P(|Y_n|\ge r)$, where $|Y_n|$ is the length of the vector of the normalized sum of the independent and identically distributed vectors and $r>0$ is an arbitrary quantity are extended to the case of two and three dimensions. Some results are also given in the multidimensional case.
Received: 15.03.1968
Citation:
A. V. Prokhorov, “A probability inequality”, Mat. Zametki, 3:6 (1968), 731–738; Math. Notes, 3:6 (1968), 467–472
Linking options:
https://www.mathnet.ru/eng/mzm6735 https://www.mathnet.ru/eng/mzm/v3/i6/p731
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