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dc.contributor.authorWintenberger, Olivier
dc.date.accessioned2011-10-12T15:16:40Z
dc.date.available2011-10-12T15:16:40Z
dc.date.issued2010
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/7199
dc.language.isoenen
dc.subjectBernstein’s type inequalitiesen
dc.subjectweak dependenceen
dc.subjectcoupling schemesen
dc.subjectBernoulli schiftsen
dc.subjectMarkov chainsen
dc.subjectexpanding mapsen
dc.subject.ddc519en
dc.titleDeviation inequalities for sums of weakly dependent time seriesen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIn 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.en
dc.relation.isversionofjnlnameElectronic Communications in Probability
dc.relation.isversionofjnlvol15en
dc.relation.isversionofjnlissuePaper 44en
dc.relation.isversionofjnldate2010
dc.relation.isversionofjnlpages489-503en
dc.identifier.urlsitehttp://arxiv.org/abs/0911.1682v1en
dc.description.sponsorshipprivateouien
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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