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Kolmogorov inequalities |
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Kolmogorov inequalities [‚kȯl·mə′gȯ·rȯf ‚in·i′kwäl·əd·ēz]
(mathematics) For each integerKletXkbe a random variable with finite variance σkand suppose {Xk} is an independent sequence which is uniformly bounded by some constantc; then for every ε>0, and integern,andESkdenotes the expected value ofSk. Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content. |
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