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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 2, Pages 266–274
(Mi tvp843)
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This article is cited in 21 scientific papers (total in 21 papers)
An extension of the S. N. Bernstein inequalities to multidimensional distributions
Yu. V. Prokhorov V. A. Steklov Mathematical Institute, USSR Academy of Sciences
Abstract:
Let $X_1,\dots,X_n,\dots$ be a sequence of identically distributed independent random vectors in $R^m$ and
$$
Y_n=\frac{X_1+\dots+X_n}{\sqrt n},
$$
Ir$\mathbf EX_j=0$, $|X_j|\le L$ and $n\ge m$, then
$$
\mathbf P\{|Y_n|\ge r\}\le Ce^{-\frac{kr^2}{L^2}}
$$
where
$$
c\le1+\frac{e^{5/12}}{\pi/\sqrt2},\quad k\ge\frac1{8e^2}.
$$
Received: 30.01.1968
Citation:
Yu. V. Prokhorov, “An extension of the S. N. Bernstein inequalities to multidimensional distributions”, Teor. Veroyatnost. i Primenen., 13:2 (1968), 266–274; Theory Probab. Appl., 13:2 (1968), 260–267
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