Modified Bernstein's inequality for sums of independent random variables

2022/06/01 by M. R. Formica, Formica, M. R., E. Ostrovsky +3
Computer Science · Mathematics · #Approximation Theory and Sequence Spaces #Bayesian Methods and Mixture Models #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications

paper · pdf · doi:10.48550/arxiv.2206.01172

openalex publication_date 2022/06/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

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