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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1981 Issue 5, Pages 48–59 (Mi at5801)

Stochastic Systems

A method то obtain inequalities of the Tchebyshev type

N. I. Andreev

Moscow

Abstract: A method is described for obtaining upper (lower) bounds of the probability $P$ that an essentially positive random signal at a fixed time exceeds a specified value. Estimates of $P$ are given, stronger than those determined through the Tchebyshev inequality with various constraints on the class of permissible random values.

UDC: 519.25


Received: 10.04.1980


 English version:
Automation and Remote Control, 1981, 42:5, 594–603

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© Steklov Math. Inst. of RAS, 2024