A note on a maximal Bernstein inequality

Péter Kevei; David M. Mason

doi:10.3150/10-BEJ304

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Home > Journals > Bernoulli > Volume 17 > Issue 3 > Article

August 2011 A note on a maximal Bernstein inequality

Péter Kevei, David M. Mason

Bernoulli 17(3): 1054-1062 (August 2011). DOI: 10.3150/10-BEJ304

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Abstract

We show somewhat unexpectedly that whenever a general Bernstein-type maximal inequality holds for partial sums of a sequence of random variables, a maximal form of the inequality is also valid.