Bernstein inequality and moderate deviations under strong mixing conditions

Details Bernstein inequality and moderate deviations under strong mixing conditions Bernstein inequality and moderate deviations under strong mixing conditions

2012-02-21

arxiv.org/abs/1202.4777v1

IMS Collections, High Dimensional Probability V, (2009), 273-292

Mathematics

Probability

20 pages

Scientific paper

In this paper we obtain a Bernstein type inequality for a class of weakly
dependent and bounded random variables. The proofs lead to a moderate
deviations principle for sums of bounded random variables with exponential
decay of the strong mixing coeficients that complements the large deviation
result obtained by Bryc and Dembo (1998) under superexponential mixing rates.

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