Maximal inequalities with exponential decay under weak dependence conditions
Küçük Resim Yok
Tarih
2021
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Maltepe Üniversitesi
Erişim Hakkı
CC0 1.0 Universal
info:eu-repo/semantics/openAccess
info:eu-repo/semantics/openAccess
Özet
We establish large deviation inequalities with exponential decay for the maximum of partial sums of subgaussian random variables. Applying our result to acceptable sequences of bounded mean zero random variables, we strengthen a well-known inequality of Hoeffding. As a consequence we prove a bounded law of iterated logarithm for this class of random variables. The obtained method, also allows us to state a strong integrability property for weighted series of negatively dependent random variables.
Açıklama
Anahtar Kelimeler
Exponential inequality, subgaussian process, acceptable sequences
Kaynak
Fourth International Conference of Mathematical Sciences
WoS Q Değeri
Scopus Q Değeri
Cilt
Sayı
Künye
Boukhari, F. (2021). Maximal inequalities with exponential decay under weak dependence conditions. Fourth International Conference of Mathematical Sciences, Maltepe Üniversitesi. s. 1-4.
