Bernstein's Inequality in the Bivariate Case
Kenneth Mullen · Canadian Mathematical Bulletin · 1973
Summary If (Xl, X2,…, Xn), is a set of n independent random variables, such that EXi=0, Var and if t is a real positive number and , then Bernstein [2] has given an upper bound for Pr when the X's are bounded. The best English language discussion of Bernstein's work is probably by Bennett [1].