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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 4, Pages 755–759
(Mi tvp2351)
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This article is cited in 6 scientific papers (total in 6 papers)
Short Communications
Inequalities for the probabilities of large deviations in the multi-dimensional case
Š. S. Èbralidze Tbilisi
Abstract:
Let $X_1,\dots,X_n$ be independent random vectors with zero mean vectors. Let
\begin{gather*}
\Lambda_i=\mathbf E|X_i|^2,\quad M_i=\mathbf E|X_i|^3,\quad\Lambda=\frac1n\sum_{i=1}^n\Lambda_i,\quad M=\frac1n\sum_{i=1}^nM_i,
\\
Y_n=\frac1{\sqrt n}(X_1+\dots+X_n)
\end{gather*}
We prove the following
Theorem. There exist absolute constants $K_1$ and $K_2$ such that for any $x>0$
$$
\mathbf P(|Y_n|\ge x)\le4\exp(-K_1x^2/\Lambda)+K_2M/\sqrt nx^3
$$
Received: 27.06.1971
Citation:
Š. S. Èbralidze, “Inequalities for the probabilities of large deviations in the multi-dimensional case”, Teor. Veroyatnost. i Primenen., 16:4 (1971), 755–759; Theory Probab. Appl., 16:4 (1971), 733–737
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https://www.mathnet.ru/eng/tvp2351 https://www.mathnet.ru/eng/tvp/v16/i4/p755
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