Kolmogorov inequalities

Kolmogorov inequalities

[‚kȯl·mə′gȯ·rȯf ‚in·i′kwäl·əd·ēz]
(mathematics)
For each integer K let Xk be a random variable with finite variance σk and suppose {Xk } is an independent sequence which is uniformly bounded by some constant c ; then for every ε>0, and integer n, and ESk denotes the expected value of Sk .