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A note on a maximal Bernstein inequality
Bernstein inequality dependent sums maximal inequality mixing
2011/7/19
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.
A note on a maximal Bernstein inequality
Bernstein inequality dependent sums maximal inequality mixing partial sums
2011/9/13
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 val...