On a multivariate version of Bernstein's inequality
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Publication:2461997
DOI10.1214/EJP.V12-430zbMATH Open1127.60017arXivmath/0411287MaRDI QIDQ2461997FDOQ2461997
Publication date: 23 November 2007
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Abstract: We prove a multivariate version of Bernstein's inequality about the probability that degenerate -statistics take a value larger than some number . This is an improvement of former estimates for the same problem which yields an asymptotically sharp estimate for not too large numbers . This paper also contains an analogous bound about the distribution of multiple Wiener-Ito integrals. Their comparison shows that our results are sharp. The proofs are based on good estimates about high moments of multiple random integrals. They are obtained by means of a diagram formula which enables us to express the product of multiple random integrals as the sum of such expressions.
Full work available at URL: https://arxiv.org/abs/math/0411287
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