Generalization of the Prokhorov multidimensional analog of the Chebyshev inequality
Abstract
We prove two theorems on upper and lower bounds for probabilities in the multidimensional case. We generalize and improve the Prokhorov multidimensional analog of the Chebyshev inequality and establish a multidimensional analog of the generalized Kolmogorov probability estimate.
English version (Springer): Ukrainian Mathematical Journal 58 (2006), no. 4, pp 645-650.
Citation Example: Sokolov N. V. Generalization of the Prokhorov multidimensional analog of the Chebyshev inequality // Ukr. Mat. Zh. - 2006. - 58, № 4. - pp. 573–576.
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