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arXiv 0911.1682math.PR
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弱相依时间序列和的偏差不等式

Deviation inequalities for sums of weakly dependent time series

Olivier Wintenberger

摘要:

本文给出了弱相依时间序列部分和的Bernstein型偏差不等式。独立案例的损失进行了仔细研究。我们给出非混合的例子,这样的动力系统和伯努利位移,我们的偏差不等式。证明是基于块技术和不同的耦合参数。

英文摘要:

In this paper we give new deviation inequalities of Bernstein's type for the partial sums of weakly dependent time series. The loss from the independent case is studied carefully. We give non mixing examples such that dynamical systems and Bernoulli shifts for whom our deviation inequalities hold. The proofs are based on the blocks technique and different coupling arguments.

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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