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arXiv 0907.0058math.PR
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关于相依观测值的标准von Mises统计量分布尾的指数不等式的注记

A note on exponential inequalities for the distribution tails of canonical von Mises' statistics of dependent observations

I. S. Borisov, N. Volodko

摘要:

对于满足φ-混合条件的平稳随机变量序列的样本,得到了任意阶标准von Mises统计量分布尾的Hoeffding型指数不等式.本文削弱了Borisov和Volodko(2009)的论文“Exponential inequalities for the distributions of canonical U- and V-statistics of dependent observations”中对系数φ()的限制。同时,对文中的相应证明进行了修正.

英文摘要:

Hoeffding-type exponential inequalities are obtained for the distribution tails of canonical von Mises' statistics of arbitrary order based on samples from a stationary sequence of random variables satisfying the φ-mixing condition. The present paper weakens the restrictions on the coefficient φ() which are contained in the paper "Exponential inequalities for the distributions of canonical U- and V-statistics of dependent observations" by Borisov and Volodko (2009). At the same time, we correct the corresponding proof in this paper.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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