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.
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页码：461 / 475
页数：15
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