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
收藏
页码：149 / 154
页数：6
相关论文
共 50 条
  • [31] Some Inequalities of Partial Sums for Negatively Dependent Random Variables
    Huang, Haiwu
    Wu, Qunying
    Deng, Guangming
    MECHANICAL ENGINEERING AND INTELLIGENT SYSTEMS, PTS 1 AND 2, 2012, 195-196 : 694 - +
  • [32] Concentration inequalities for sums of Markov-dependent random matrices
    Neeman, Joe
    Shi, Bobby
    Ward, Rachel
    INFORMATION AND INFERENCE-A JOURNAL OF THE IMA, 2024, 13 (04)
  • [33] APPROXIMATION THEOREMS FOR INDEPENDENT AND WEAKLY DEPENDENT RANDOM VECTORS
    BERKES, I
    PHILIPP, W
    ANNALS OF PROBABILITY, 1979, 7 (01): : 29 - 54
  • [34] DIFFERENTIAL APPROXIMATION TECHNIQUES FOR APPROXIMATION BY EXPONENTIAL SUMS
    GEARHART, WB
    NOTICES OF THE AMERICAN MATHEMATICAL SOCIETY, 1973, 20 (01): : A19 - A19
  • [35] ON SUMS OF INDEPENDENT RANDOM VECTORS
    ETEMADI, N
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1987, 16 (01) : 241 - 252
  • [36] Balancing Sums of Random Vectors
    Aru, Juhan
    Narayanan, Bhargav
    Scott, Alex
    Venkatesan, Ramarathnam
    DISCRETE ANALYSIS, 2018, : 1 - 17
  • [37] INEQUALITIES FOR RANDOM VECTORS
    ARENBAEV, NK
    THEORY OF PROBABILITY AND ITS APPLICATIONS, 1977, 22 (03) : 574 - 579
  • [38] A STRONG APPROXIMATION THEOREM FOR SUMS OF RANDOM VECTORS IN THE DOMAIN OF ATTRACTION TO A STABLE LAW
    BERKES, I
    DABROWSKI, A
    DEHLING, H
    PHILIPP, W
    ACTA MATHEMATICA HUNGARICA, 1986, 48 (1-2) : 161 - 172
  • [39] An Improvement of Poisson Approximation for Sums of Dependent Bernoulli Random Variables
    Teerapabolarn, K.
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2014, 43 (08) : 1758 - 1777
  • [40] LIMIT-THEOREMS FOR RANDOM SUMS OF DEPENDENT D-DIMENSIONAL RANDOM VECTORS
    BESKA, M
    KLOPOTOWSKI, A
    SLOMINSKI, L
    ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1982, 61 (01): : 43 - 57
12345