Approximation and exponential inequalities for sums of dependent random vectors

被引：4

作者：

Rhomari, N ^{[1
]}

机构：

[1] Univ Paris 06, LSTA, CREST, INSEE, Oujda, Morocco

[2] Univ Mohammed 1, Oujda, Morocco

[3] CREST, Labo Stat, F-92245 Malakoff, France

来源：

COMPTES RENDUS MATHEMATIQUE | 2002年 / 334卷 / 02期

关键词：

D O I：

10.1016/S1631-073X(02)02242-2

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We present an approximation result for strongly mixing random vectors and establish some probability inequalities for partial sums of dependent random vectors in finite and infinite dimensional cases. We apply these results to strong law of large number for absolute regular Banach or Filbert-valued processes. (C) 2002 Academie des sciences/Editions scientifiques et medicales Elsevier SAS.

引用

页码：149 / 154

页数：6

共 50 条

[1] EXPONENTIAL INEQUALITIES FOR SUMS OF RANDOM VECTORS
YURINSKII, VV
JOURNAL OF MULTIVARIATE ANALYSIS, 1976, 6 (04) : 473 - 499
[2] CHEBYSHEV-TYPE EXPONENTIAL INEQUALITIES FOR SUMS OF RANDOM VECTORS AND FOR TRAJECTORIES OF RANDOM WALKS
Borovkov, A. A.
Mogulskii, A. A.
THEORY OF PROBABILITY AND ITS APPLICATIONS, 2012, 56 (01) : 21 - 43
[3] ON THE APPROXIMATION OF DISTRIBUTIONS OF SUMS OF INDEPENDENT RANDOM VECTORS
ZAITSEV, AY
ANNALES ACADEMIAE SCIENTIARUM FENNICAE-MATHEMATICA, 1988, 13 (02): : 277 - 282
[4] ON APPROXIMATION OF DISTRIBUTIONS OF SUMS OF INDEPENDENT RANDOM VECTORS
ZAITSEV, AY
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1985, 29 (04) : 847 - 848
[5] Asymptotics for dependent sums of random vectors
Cooper, C
RANDOM STRUCTURES & ALGORITHMS, 1999, 14 (03) : 267 - 292
[6] Exponential inequalities for sums of weakly dependent variables
Delyon, Bernard
ELECTRONIC JOURNAL OF PROBABILITY, 2009, 14 : 752 - 779
[7] On the Accuracy of the Exponential Approximation to Random Sums of Alternating Random Variables
Shevtsova, Irina
Tselishchev, Mikhail
MATHEMATICS, 2020, 8 (11) : 1 - 11
[8] Exponential inequalities for weighted sums of bounded random variables
Rio, Emmanuel
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2015, 20 : 1 - 10
[9] EXPONENTIAL INEQUALITIES FOR DEPENDENT RANDOM VARIABLES
邵启满
Acta Mathematicae Applicatae Sinica(English Series), 1990, (04) : 338 - 350
[10] ON ASYMPTOTIC NORMALITY OF SUMS OF DEPENDENT RANDOM VECTORS
ROSEN, B
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1967, 7 (02): : 95 - &

← 1 2 3 4 5 →