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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1968 Volume 13, Issue 2, Pages 289–294 (Mi tvp845)

This article is cited 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


 English version:
Theory of Probability and its Applications, 1968, 13:2, 281–286

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