Abstract
In this paper we obtain a Bernstein type inequality for a class of weakly dependent and bounded random variables. The proofs lead to a moderate deviations principle for sums of bounded random variables with exponential decay of the strong mixing coefficients that complements the large deviation result obtained by Bryc and Dembo (1998) under superexponential mixing rates.
Information
Published: 1 January 2009
First available in Project Euclid: 2 February 2010
zbMATH: 1243.60019
MathSciNet: MR2797953
Digital Object Identifier: 10.1214/09-IMSCOLL518
Subjects:
Primary:
60E15
,
60F10
,
62G07
Keywords:
deviation inequality
,
moderate deviations principle
,
Strong mixing
,
weakly dependent sequences
Rights: Copyright © 2009, Institute of Mathematical Statistics
