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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 2, Pages 289–294
(Mi tvp845)
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This article is cited in 2 scientific papers (total in 2 papers)
Some remarks on multidimensional inegualities of the Bernstein–Kolmogorov type
V. M. Zolotarev V. A. Steklov Mathematical Institute, USSR Academy of Sciences
Abstract:
Let $X_1,\dots,X_n$ be independent random vectors in $R^m$ for which $\mathbf EX_i=0$ and $Y=X_1+\dots+X_n$. In the paper upper bounds of the type of the Bernstein–Kolmogorov inequalities are obtained for the probabilities $\mathbf P(|Y|\ge t)$ in case when the components of $X_i$'s form a Lévy martingale (in the sense of definition (3)) or when these vectors have spherical distributions. The orders of magnitude of the estimates obtained can not be improved.
Received: 08.02.1968
Citation:
V. M. Zolotarev, “Some remarks on multidimensional inegualities of the Bernstein–Kolmogorov type”, Teor. Veroyatnost. i Primenen., 13:2 (1968), 289–294; Theory Probab. Appl., 13:2 (1968), 281–286
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https://www.mathnet.ru/eng/tvp845 https://www.mathnet.ru/eng/tvp/v13/i2/p289
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