A remark on Bernstein, Prokhorov, Bennett, Hoeffding, and Talagrand inequalities

DOI10.1023/A:1020221925664zbMath1021.60012MaRDI QIDQ1873257

Vidmantas Bentkus

Publication date: 19 May 2003

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Bernstein inequalitymartingaleTalagrand inequalityBennett inequalityHoeffding inequalityProkhorov inequalitybounds for tail probabilitiesprobabilities of large deviationsbounded random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

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