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2009 Exponential inequalities for sums of weakly dependent variables
Bernard Delyon
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Electron. J. Probab. 14: 752-779 (2009). DOI: 10.1214/EJP.v14-636

Abstract

We give new 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.

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Bernard Delyon. "Exponential inequalities for sums of weakly dependent variables." Electron. J. Probab. 14 752 - 779, 2009. https://doi.org/10.1214/EJP.v14-636

Information

Accepted: 23 March 2009; Published: 2009
First available in Project Euclid: 1 June 2016

zbMATH: 1191.60021
MathSciNet: MR2495559
Digital Object Identifier: 10.1214/EJP.v14-636

Subjects:
Primary: 60F99
Secondary: 60G60

JOURNAL ARTICLE
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Vol.14 • 2009
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