Abstract
Exponential inequalities are a very useful tool in many topics in probability theory and statistics. According to the problem to study, one form or another one of such inequalities is the most convenient to use: Bernstein’s, Prohorov’s, Bennett’s, Hoeffding’s ... . Among these results, the one of Hoeffding has the simplest statement and is of course preferred if it applies. Let’s recall that result:
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Heinkel, B. (1990). Some Exponential Inequalities with Applications to the Central Limit Theorem in C[0,1]. In: Haagerup, U., Hoffmann-Jørgensen, J., Nielsen, N.J. (eds) Probability in Banach Spaces 6. Progress in Probability, vol 20. Birkhäuser Boston. https://doi.org/10.1007/978-1-4684-6781-9_10
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