Modified Bernstein's inequality for sums of independent random variables
Probability
2022-06-03 v1
Abstract
We modify the classical Bernstein's inequality for the sums of independent centered random variables (r.v.) in the terms of relative tails or moments. We built also some examples in order to show the exactness of offered results.
Keywords
Cite
@article{arxiv.2206.01172,
title = {Modified Bernstein's inequality for sums of independent random variables},
author = {M. R. Formica and E. Ostrovsky and L. Sirota},
journal= {arXiv preprint arXiv:2206.01172},
year = {2022}
}
Comments
arXiv admin note: text overlap with arXiv:1809.04719