A~probability inequality
Matematičeskie zametki, Tome 3 (1968) no. 6, pp. 731-738
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The inequalities due to S. N. Bernshtein for the probability of $P(|Y_n|\ge r)$, where $|Y_n|$ is the length of the vector of the normalized sum of the independent and identically distributed vectors and $r>0$ is an arbitrary quantity are extended to the case of two and three dimensions. Some results are also given in the multidimensional case.
@article{MZM_1968_3_6_a13,
author = {A. V. Prokhorov},
title = {A~probability inequality},
journal = {Matemati\v{c}eskie zametki},
pages = {731--738},
publisher = {mathdoc},
volume = {3},
number = {6},
year = {1968},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_1968_3_6_a13/}
}
A. V. Prokhorov. A~probability inequality. Matematičeskie zametki, Tome 3 (1968) no. 6, pp. 731-738. http://geodesic.mathdoc.fr/item/MZM_1968_3_6_a13/