A~generalization of an inequality of L\'evy
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 1, pp. 140-144

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A generalization of Lévy's inequality (1) is obtained. Some generalizations and strengthenings of Kolmogorov's inequality (2) are also proved.
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V. V. Petrov. A~generalization of an inequality of L\'evy. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 1, pp. 140-144. http://geodesic.mathdoc.fr/item/TVP_1975_20_1_a11/