Probability inequalities for convex sets and multidimensional concentration functions
This paper derives a sharp bound for the probability that a sum of independent symmetric random vectors lies in a symmetric convex set. In one dimension this bound is an improvement of an inequality first proved by Kolmogorov. The subject of multidimensional concentration functions is also treated.
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Volume (Year): 6 (1976)
Issue (Month): 2 (June)
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