A More General Maximal Bernstein-type Inequality

DOI10.1007/978-3-0348-0490-5_3MaRDI QIDQ2840328zbMATH OpenOpenAlexFDO

Authors Peter Kevei, David M. Mason

Publication date 18 July 2013

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

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)

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

Cites work

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

Cited in

(4)

• 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
• Maximal inequalities for dependent random variables

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