A remark on Bernstein, Prokhorov, Bennett, Hoeffding, and Talagrand inequalities
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Publication:1873257
DOI10.1023/A:1020221925664zbMath1021.60012MaRDI QIDQ1873257
Publication date: 19 May 2003
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Bernstein inequalitymartingaleTalagrand inequalityBennett inequalityHoeffding inequalityProkhorov inequalitybounds for tail probabilitiesprobabilities of large deviationsbounded random variables
Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)
Related Items (11)
On the Bernstein-Hoeffding method ⋮ Exact inequalities for sums of asymmetric random variables, with applications ⋮ Addendum to ``An extension of an inequality of Hoeffding to unbounded random variables: The non-i.i.d. case ⋮ On domination of tail probabilities of (super)martingales: explicit bounds ⋮ An extension of the Hoeffding inequality to unbounded random variables ⋮ Bounds for tail probabilities of martingales using skewness and kurtosis ⋮ Exact Lower Bounds on the Exponential Moments of Truncated Random Variables ⋮ Positive-part moments via the Fourier-Laplace transform ⋮ Toward the best constant factor for the Rademacher-Gaussian tail comparison ⋮ On measure concentration for separately Lipschitz functions in product spaces ⋮ Bounds for tail probabilities of the sample variance
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