The Bernstein-Orlicz norm and deviation inequalities (Q377523)

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scientific article; zbMATH DE number 6223083
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    The Bernstein-Orlicz norm and deviation inequalities
    scientific article; zbMATH DE number 6223083

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      The Bernstein-Orlicz norm and deviation inequalities (English)
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      6 November 2013
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      This paper introduces a new Orlicz norm (called the Bernstein-Orlicz norm) which is used to study deviation inequalities for suprema of collections of random variables. The main application is to the supremum of an empirical process satisfying a Bernstein condition. The proofs make use of chaining and generic chaining along a tree, which are based on the well-known concepts of chaining and generic chaining.
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      Bernstein's inequality
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      chaining along a tree
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      deviation inequality
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      empirical process
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      Orlicz norm
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