RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1968 Volume 13, Issue 2, Pages 266–274 (Mi tvp843)

This article is cited 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


 English version:
Theory of Probability and its Applications, 1968, 13:2, 260–267

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024