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VOL. 5 | 2009 Bernstein inequality and moderate deviations under strong mixing conditions
Florence Merlevède, Magda Peligrad, Emmanuel Rio

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