A fourth moment inequality for functionals of stationary processes

Details A fourth moment inequality for functionals of stationary processes A fourth moment inequality for functionals of stationary processes

2008-06-18

arxiv.org/abs/0806.2980v3

Mathematics

Probability

Scientific paper

In this paper, a fourth moment bound for partial sums of functional of strongly ergodic Markov chain is established. This type of inequality plays an important role in the study of empirical process invariance principle. This one is specially adapted to the technique of Dehling, Durieu and Voln\'y (2008). The same moment bound can be proved for dynamical system whose transfer operator has some spectral properties. Examples of applications are given.

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