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Teoriya Veroyatnostei i ee Primeneniya, 2005, Volume 50, Issue 4, Pages 767–774
DOI: https://doi.org/10.4213/tvp130 (Mi tvp130) 		 
This article is cited in 3 scientific papers (total in 3 papers)

Short Communications

Strengthening of Prokhorov's arcsine-inequality

V. M. Kruglov

M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
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DOI: https://doi.org/10.4213/tvp130
Abstract: The paper proves the strengthening of the known Prokhorov inequality for sums of independent uniformly bounded random variables. An analogous inequality is proved for tails of infinitely divisible distribution functions whose spectral functions are concentrated on some segment.
Keywords: random variable, martingale-difference, filtration, infinitely divisible distribution function, spectral function.
Received: 08.11.2005
English version:
Theory of Probability and its Applications, 2006, Volume 50, Issue 4, Pages 677–684
DOI: https://doi.org/10.1137/S0040585X97982049
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. M. Kruglov, “Strengthening of Prokhorov's arcsine-inequality”, Teor. Veroyatnost. i Primenen., 50:4 (2005), 767–774; Theory Probab. Appl., 50:4 (2006), 677–684
Citation in format AMSBIB
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  • https://doi.org/10.4213/tvp130
  • https://www.mathnet.ru/eng/tvp/v50/i4/p767
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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    References:32
     
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