Markov inequality
if X > 0 and E[X] is small, then X is unlikely to be very large
markov 给出了RV大于某个值的概率的上界
if $X \geq 0$ and $a > 0$, then $P(X>a) \leq \frac{E[X]}{a}$
Chebyshev inequality
if the variance is small, then X is unlikely to be too far from the mean
chebyshev 不等式给出了偏差大于等于某个值的概率的上界
$P(|X-E[X]| \geq \epsilon) \leq \frac{Var(X)}{\epsilon^2}$