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arXiv · 2212.14583

Deviation inequality for Banach-valued orthomartingales

Davide Giraudo
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Abstract

We show a deviation inequality inequalities for multi-indexed martingale We then provide applications to kernel regression for random fields and rates in the law of large numbers for orthomartingale difference random fields.

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BibTeXRIS

Davide Giraudo. 2022-12-30. Deviation inequality for Banach-valued orthomartingales. https://doi.org/10.1016/j.spa.2024.104391

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