Exponential inequalities for dependent processes

Bernard Delyon (1)

1 IRMAR - Institut de Recherche Mathématique de Rennes

We give 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.

Mots clés: Mixing; exponential inequality; random fields; weak dependence

Domaines: Statistiques [math.ST]; Théorie [stat.TH]; Probabilités [math.PR]

Bernard Delyon. Exponential inequalities for dependent processes. 2015. ⟨hal-01072019⟩