Deviation inequalities for sums of weakly dependent time series

Olivier Wintenberger

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arXiv · 0911.1682

Deviation inequalities for sums of weakly dependent time series

Olivier Wintenberger

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Abstract

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.

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BibTeX RIS

Olivier Wintenberger. 2009-11-09. Deviation inequalities for sums of weakly dependent time series. https://arxiv.org/abs/0911.1682

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