A note on a maximal Bernstein inequality
arXiv:1107.3365 · doi:10.3150/10-BEJ304
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.
Published in at http://dx.doi.org/10.3150/10-BEJ304 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)