A More General Maximal Bernstein-type Inequality

DOI10.1007/978-3-0348-0490-5_3zbMATH Open1271.60032arXiv1307.7932OpenAlexW1656698865MaRDI QIDQ2840328FDOQ2840328

Authors: Peter Kevei, David M. Mason 

Publication date: 18 July 2013

Published in: Progress in Probability (Search for Journal in Brave)

Abstract: We extend a general Bernstein-type maximal inequality of Kevei and Mason (2011) for sums of random variables.

Full work available at URL: https://arxiv.org/abs/1307.7932

zbMATH Keywords

mixingmaximal inequalitypartial sumsBernstein inequalitydependent sums

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Cites Work

• Moment and probability bounds with quasi-superadditive structure for the maximum partial sum
• Bernstein inequality and moderate deviations under strong mixing conditions
• A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
• A note on a maximal Bernstein inequality
• Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples

Cited In (4)

• Maximal Inequalities for Dependent Random Variables
• Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations
• A note on a maximal Bernstein inequality
• Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean

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