Exponential inequalities for sums of weakly dependent variables

被引：15

作者：

Delyon, Bernard ^{[1
]}

机构：

[1] Univ Rennes 1, IRMAR, F-35042 Rennes, France

来源：

ELECTRONIC JOURNAL OF PROBABILITY | 2009年 / 14卷

关键词：

Mixing; exponential inequality; random fields; weak dependence;

D O I：

10.1214/EJP.v14-636

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We give new exponential inequalities and Gaussian approximation results for sums of weakly dependent variables. These results lead to generalizations of Bernstein and Hoeffding inequalities, where an extra control term is added; this term contains conditional moments of the variables.

引用

页码：752 / 779

页数：28

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