摘要
A local probability exponential inequality for the tail of large deviation of an empirical process over an unbounded class of functions is proposed and studied. A new method of truncating the original probability space and a new symmetrization method are given. Using these methods, the local probability exponential inequalities for the tails of large deviations of empirical processes with non-i.i.d. independent samples over unbounded class of functions are established. Some applications of the inequalities are discussed. As an additional result of this paper, under the conditions of Kolmogorov theorem, the strong convergence results of Kolmogorov on sums of non-i.i.d. independent random variables are extended to the cases of empirical processes indexed by unbounded classes of functions, the local probability exponential inequalities and the laws of the logarithm for the empirical processes are obtained.
基金
This work was supported partially by the National Natural Science Foundation of China(Grant No.19661001)
the Social Science Foundation of Ministry of Education of China.
