Maximal inequalities via bracketing with adaptive truncation

Abstract

The paper provides a recursive interpretation for the technique known as bracketing with adaptive truncation. By way of illustration, a simple bound is derived for the expected value of the supremum of an empirical process, thereby leading to a simpler derivation of a functional central limit theorem due to Ossiander. The recursive method is also abstracted into a framework that consists of only a small number of assumptions about processes and functionals indexed by sets of functions. In particular, the details of the underlying probability model are condensed into a single inequality involving finite sets of functions. A functional central limit theorem of Doukhan, Massart and Rio, for empirical processes defined by absolutely regular sequences, motivates the generalization.