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2008 A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
Radoslaw Adamczak
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Electron. J. Probab. 13: 1000-1034 (2008). DOI: 10.1214/EJP.v13-521

Abstract

We present a tail inequality for suprema of empirical processes generated by variables with finite $\psi_\alpha$ norms and apply it to some geometrically ergodic Markov chains to derive similar estimates for empirical processes of such chains, generated by bounded functions. We also obtain a bounded difference inequality for symmetric statistics of such Markov chains.

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Radoslaw Adamczak. "A tail inequality for suprema of unbounded empirical processes with applications to Markov chains." Electron. J. Probab. 13 1000 - 1034, 2008. https://doi.org/10.1214/EJP.v13-521

Information

Accepted: 29 June 2008; Published: 2008
First available in Project Euclid: 1 June 2016

zbMATH: 1190.60010
MathSciNet: MR2424985
Digital Object Identifier: 10.1214/EJP.v13-521

Subjects:
Primary: 60E15
Secondary: 60J05

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