Geodesic
Strengthening of Prokhorov's arcsine-inequality
Teoriâ veroâtnostej i ee primeneniâ, Tome 50 (2005) no. 4, pp. 767-774

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The paper proves the strengthening of the known Prokhorov inequality for sums of independent uniformly bounded random variables. An analogous inequality is proved for tails of infinitely divisible distribution functions whose spectral functions are concentrated on some segment.
Keywords: random variable, martingale-difference, infinitely divisible distribution function, spectral function.
Mots-clés : filtration 
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     author = {V. M. Kruglov},
     title = {Strengthening of {Prokhorov's} arcsine-inequality},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     publisher = {mathdoc},
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     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2005_50_4_a7/}
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V. M. Kruglov. Strengthening of Prokhorov's arcsine-inequality. Teoriâ veroâtnostej i ee primeneniâ, Tome 50 (2005) no. 4, pp. 767-774. http://geodesic.mathdoc.fr/item/TVP_2005_50_4_a7/