Deviation inequalities for sums of weakly dependent time series

Details Deviation inequalities for sums of weakly dependent time series Deviation inequalities for sums of weakly dependent time series

2009-11-09

arxiv.org/abs/0911.1682v1

Electronic Communications in Probability 15 (2010) 489-503

Mathematics

Probability

14 pages

Scientific paper

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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