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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2005 Volume 45, Number 1, Pages 17–26 (Mi zvmmf716)

This article is cited in 1 paper

On extensions of Chebyshev's inequality

Z. S. Gaeva

Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119991, Russia

Abstract: An algorithm for solving the Chebyshev–Markov moment problem is given that permits one to refine the Chebyshev-like inequalities. It is important in practical applications to be able to analyze the sensitivity of the exact upper and lower estimates to errors in the given moments. An algorithm for obtaining exact estimates is modified to allow one to calculate the derivatives of the estimates with respect to each moment.

Key words: extended Chebyshev's inequality, algorithm for solving the Chebyshev–Markov moment problem.

UDC: 519.651

Received: 26.11.2003
Revised: 31.05.2004


 English version:
Computational Mathematics and Mathematical Physics, 2005, 45:1, 13–22

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