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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 4, Pages 755–759 (Mi tvp2351)  

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
Full-text PDF (274 kB) Citations (6)
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
English version:
Theory of Probability and its Applications, 1971, Volume 16, Issue 4, Pages 733–737
DOI: https://doi.org/10.1137/1116087
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Ebr71}
\by {\v S}.~S.~\`Ebralidze
\paper Inequalities for the probabilities of large deviations in the multi-dimensional case
\jour Teor. Veroyatnost. i Primenen.
\yr 1971
\vol 16
\issue 4
\pages 755--759
\mathnet{http://mi.mathnet.ru/tvp2351}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=293693}
\zmath{https://zbmath.org/?q=an:0251.60017}
\transl
\jour Theory Probab. Appl.
\yr 1971
\vol 16
\issue 4
\pages 733--737
\crossref{https://doi.org/10.1137/1116087}
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  • https://www.mathnet.ru/eng/tvp/v16/i4/p755
  • This publication is cited in the following 6 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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