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Deviation inequalities for sums of weakly dependent time series

Wintenberger, Olivier (2010), Deviation inequalities for sums of weakly dependent time series, Electronic Communications in Probability, 15, Paper 44, p. 489-503

Type
Article accepté pour publication ou publié
Lien vers un document non conservé dans cette base
http://arxiv.org/abs/0911.1682v1
Date
2010
Nom de la revue
Electronic Communications in Probability
Volume
15
Numéro
Paper 44
Pages
489-503
Métadonnées
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Auteur(s)
Wintenberger, Olivier
Résumé (EN)
In this paper we give new deviation inequalities for the partial sums of weakly dependent data. The loss from the independent case is studied carefully. We give examples of non mixing time series such that dynamical systems and Bernoulli shifts for whom such deviation inequality holds. The proofs are based on the blocks technique and different coupling arguments.
Mots-clés
Bernstein’s type inequalities; weak dependence; coupling schemes; Bernoulli schifts; Markov chains; expanding maps