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

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