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Sosha
Sosha
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I want to know literature about maximal inequalities for dependent random variables i.e. upper bound for $P(\max_{1\ge k\ge n}\sum_{i=1}^{k}X_i > \delta)$$P(\max_{n\ge k\ge 1}\sum_{i=1}^{k}X_i > \delta)$ where $X_i$ are dependent random variables. I am aware of martingale cases, want to know about other scenarios. Thanks.

I want to know literature about maximal inequalities for dependent random variables i.e. upper bound for $P(\max_{1\ge k\ge n}\sum_{i=1}^{k}X_i > \delta)$ where $X_i$ are dependent random variables. I am aware of martingale cases, want to know about other scenarios. Thanks.

I want to know literature about maximal inequalities for dependent random variables i.e. upper bound for $P(\max_{n\ge k\ge 1}\sum_{i=1}^{k}X_i > \delta)$ where $X_i$ are dependent random variables. I am aware of martingale cases, want to know about other scenarios. Thanks.

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Sosha
Sosha
  • 317
  • 2
  • 6

I want to know literature about maximal inequalities for dependent random variables i.e. upper bound for $P(\sum_{i=1}^{n}X_i > \delta)$$P(\max_{1\ge k\ge n}\sum_{i=1}^{k}X_i > \delta)$ where $X_i$ are dependent random variables. I am aware of martingale cases, want to know about other scenarios. Thanks.

I want to know literature about maximal inequalities for dependent random variables i.e. upper bound for $P(\sum_{i=1}^{n}X_i > \delta)$ where $X_i$ are dependent random variables. I am aware of martingale cases, want to know about other scenarios. Thanks.

I want to know literature about maximal inequalities for dependent random variables i.e. upper bound for $P(\max_{1\ge k\ge n}\sum_{i=1}^{k}X_i > \delta)$ where $X_i$ are dependent random variables. I am aware of martingale cases, want to know about other scenarios. Thanks.

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Sosha
Sosha
  • 317
  • 2
  • 6

maximal inequalities for dependent random variables

I want to know literature about maximal inequalities for dependent random variables i.e. upper bound for $P(\sum_{i=1}^{n}X_i > \delta)$ where $X_i$ are dependent random variables. I am aware of martingale cases, want to know about other scenarios. Thanks.