Bernoulli

  • Bernoulli
  • Volume 17, Number 3 (2011), 1054-1062.

A note on a maximal Bernstein inequality

Péter Kevei and David M. Mason

Full-text: Open access

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.

Article information

Source
Bernoulli, Volume 17, Number 3 (2011), 1054-1062.

Dates
First available in Project Euclid: 7 July 2011

Permanent link to this document
https://projecteuclid.org/euclid.bj/1310042856

Digital Object Identifier
doi:10.3150/10-BEJ304

Mathematical Reviews number (MathSciNet)
MR2817617

Zentralblatt MATH identifier
1225.60032

Keywords
Bernstein inequality dependent sums maximal inequality mixing partial sums

Citation

Kevei, Péter; Mason, David M. A note on a maximal Bernstein inequality. Bernoulli 17 (2011), no. 3, 1054--1062. doi:10.3150/10-BEJ304. https://projecteuclid.org/euclid.bj/1310042856


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