Variance and exponential estimates via coupling

被引：2

作者：

Collet, Pierre ^{[1
]}

机构：

[1] Ecole Polytech, CNRS UMR 7644, Ctr Phys Theor, F-91128 Palaiseau, France

来源：

BULLETIN OF THE BRAZILIAN MATHEMATICAL SOCIETY | 2006年 / 37卷 / 04期

关键词：

concentration inequalities; moments ineqqualities; large deviations;

D O I：

10.1007/s00574-006-0022-1

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We give a proof of Devroye and exponential inequalities based on a coupling. We mostly deal with the case of continuous random variables with dynamical systems in mind (and their rather special mixing properties) although the approach is more general.

引用

页码：461 / 475

页数：15

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