P. Major

most citedA multivariate generalization of Hoeffding's inequality

9 citations · 17 across the 4 of their papers we have counts for

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math.PR2004★ 9 cited

A multivariate generalization of Hoeffding's inequality

P. Major

We prove a multivariate version of Hoeffding's inequality about the distribution of homogeneous polynomials of Rademacher functions. The proof is based on such an estimate about th…

math.PR2004★ 1 cited

On a multivariate version of Bernstein's inequality

P. Major

We prove a multivariate version of Bernstein's inequality about the probability that degenerate $U$ -statistics take a value larger than some number $u$ . This is an improvement of f…

math.PR2003★ 7 cited

An estimate on the maximum of a nice class of stochastic integrals

Peter Major

Let a sequence of iid. random variables $ξ_{1}, ..., ξ_{n}$ be given on a space $(X, X)$ with distribution $μ$ together with a nice class $F$ of functions $f (x_{1}, ..., x_{k})$ of $k…

math.PR2003

An estimate about multiple stochastic integrals with respect to a normalized empirical measure

Peter Major

Let a sequence of iid. random variables $ξ_{1}, ..., ξ_{n}$ be given on a measurable space $(X, X)$ with distribution $μ$ together with a function $f (x_{1}, ..., x_{k})$ on the product spa…