Refined Kolmogorov inequalities for the binomial distribution (Q6043672): Difference between revisions
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scientific article; zbMATH DE number 7688319
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English | Refined Kolmogorov inequalities for the binomial distribution |
scientific article; zbMATH DE number 7688319 |
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Refined Kolmogorov inequalities for the binomial distribution (English)
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23 May 2023
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The authors present a refined versions of the well-known Kolmogorov maximal inequality for the binomial distribution. Their approach is based on the applications of the Budan-Fourier theorem and the Sturm theorem on the number of real roots of any polynomial of degree \(n\in \mathbb{N}\) with real coefficients.
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maximal inequalities for martingales
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binomial distribution
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exponential bounds
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