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A note on a maximal Bernstein inequality

Published 18 Jul 2011 in math.ST and stat.TH | (1107.3365v1)

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.

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Authors (2)

  1. Péter Kevei 
  2. David M. Mason 

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