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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2005, Volume 45, Number 1, Pages 17–26
(Mi zvmmf716)
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This article is cited in 1 scientific paper (total in 1 paper)
On extensions of Chebyshev's inequality
Z. S. Gaeva Dorodnicyn Computing Center, Russian Academy of Sciences,
ul. Vavilova 40, Moscow, 119991, Russia
Abstract:
An algorithm for solving the Chebyshev–Markov moment problem is given that permits one to refine the Chebyshev-like inequalities. It is important in practical applications to be able to analyze the sensitivity of the exact upper and lower estimates to errors in the given moments. An algorithm for obtaining exact estimates is modified to allow one to calculate the derivatives of the estimates with respect to each moment.
Key words:
extended Chebyshev's inequality, algorithm for solving the Chebyshev–Markov moment problem.
Received: 26.11.2003 Revised: 31.05.2004
Citation:
Z. S. Gaeva, “On extensions of Chebyshev's inequality”, Zh. Vychisl. Mat. Mat. Fiz., 45:1 (2005), 17–26; Comput. Math. Math. Phys., 45:1 (2005), 13–22
Linking options:
https://www.mathnet.ru/eng/zvmmf716 https://www.mathnet.ru/eng/zvmmf/v45/i1/p17
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