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

   
@article{EJP521,
	author = {Radoslaw Adamczak},
	title = {A tail inequality for suprema of unbounded empirical processes with applications to Markov chains},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {13},
	year = {2008},
	keywords = {concentration inequalities, empirical processes, Markov chains},
	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.},
	pages = {no. 34, 1000-1034},
	issn = {1083-6489},
	doi = {10.1214/EJP.v13-521},    
        url = {http://ejp.ejpecp.org/article/view/521}}