Probability inequalities for convex sets and multidimensional concentration functions

Marek Kanter

Journal of Multivariate Analysis, 1976, vol. 6, issue 2, 222-236

Abstract: 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.

Keywords: Sums; of; independent; random; vectors; convex; set; multidimensional; concentration; function (search for similar items in EconPapers)
Date: 1976
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