Probability inequalities for empirical processes and a law of the iterated logarithm (Q800022): Difference between revisions

Let \(X_ 1,X_ 2,..\). be a sequence of independent random variables taking values in a space (X,\({\mathcal A})\). Denote \(\nu_ n(f)=\sum^{n}_{j=1}(f(X_ j)-Ef(X_ j))/\sqrt{n}\), \(f\in {\mathcal F}\), the stochastic process indexed by a class \({\mathcal F}\) of functions on X. Sharp exponential bounds for the probabilities of deviations and laws of the iterated logarithm for \(\sup_{{\mathcal F}}|\nu_ n(f)|\) are proved for some uniformly bounded \({\mathcal F}\). The bounds for these probabilities are used to obtain rates of convergence in total variation for empirical processes on the integers.