A tail inequality for suprema of unbounded empirical processes with applications to Markov chains

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dc.creatorAdamczak, Radosław
dc.date2007-09-19
dc.date2008-06-08
dc.date.accessioned2026-07-07T09:42:56Z
dc.date.available2026-07-07T09:42:56Z
dc.descriptionWe present a tail inequality for suprema of empirical processes generated by variables with finite $ψ_α$ 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.
dc.descriptionThe main result in the independent case slightly improved. The presentation changed. To appear in Electronic Journal of Probability
dc.identifierhttps://arxiv.org/abs/0709.3110
dc.identifierhttp://arxiv.org/abs/0709.3110
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/162367
dc.subjectProbability
dc.subject60E15, 60J05
dc.titleA tail inequality for suprema of unbounded empirical processes with applications to Markov chains
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