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A more general maximal Bernstein-type inequality. (English) Zbl 1271.60032
Houdré, Christian (ed.) et al., High dimensional probability VI. The Banff volume. Proceedings of the sixth high dimensional probability conference (HDP VI), Banff, Canada, October 9--14, 2011. Basel: Birkhäuser (ISBN 978-3-0348-0489-9/hbk; 978-3-0348-0490-5/ebook). Progress in Probability 66, 55-62 (2013).
Summary: We extend a general Bernstein-type maximal inequality of {\it P. Kevei} and {\it D. M. Mason} [Bernoulli 17, No. 3, 1054--1062 (2011; Zbl 1225.60032)] for sums of random variables. For the entire collection see [Zbl 1264.60004].
MSC:
60E15Inequalities in probability theory; stochastic orderings
60F05Central limit and other weak theorems
60G10Stationary processes
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