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 Electronic Journal of Probability > Vol. 14 (2009) > Paper 28 open journal systems 


Exponential inequalities for sums of weakly dependent variables

Bernard Delyon, IRMAR


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.


Full text: PDF

Pages: 752-779

Published on: March 23, 2009


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Electronic Journal of Probability. ISSN: 1083-6489