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hal.structure.identifierLaboratoire d'Analyse et de Mathématiques Appliquées [LAMA]
dc.contributor.authorMERLEVÈDE, Florence
hal.structure.identifierDepartment of Mathematical Sciences [Cincinnati]
dc.contributor.authorPELIGRAD, Magda
hal.structure.identifierLaboratoire de Mathématiques de Versailles [LMV]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorRIO, Emmanuel
dc.date.accessioned2024-04-04T02:42:13Z
dc.date.available2024-04-04T02:42:13Z
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/191225
dc.description.abstractEnIn this paper we present a tail inequality for the maximum of partial sums of a weakly dependent sequence of random variables that are not necessarily bounded. The class considered includes geometrically and subgeometrically strongly mixing sequences. The result is then used to derive asymptotic moderate deviations results. Applications include classes of Markov chains, functions of linear processes with absolutely regular innovations and ARCH models
dc.language.isoen
dc.subject.enDeviation inequality
dc.subject.enmoderate deviations principle
dc.subject.ensemiexponential tails
dc.subject.enweakly dependent sequences
dc.subject.enstrong mixing
dc.subject.enabsolute regularity
dc.subject.enlinear processes
dc.title.enA Bernstein type inequality and moderate deviations for weakly dependent sequences
dc.typeDocument de travail - Pré-publication
dc.subject.halMathématiques [math]/Probabilités [math.PR]
dc.identifier.arxiv0902.0582
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
hal.identifierinria-00358525
hal.version1
hal.audienceNon spécifiée
hal.origin.linkhttps://hal.archives-ouvertes.fr//inria-00358525v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=MERLEV%C3%88DE,%20Florence&PELIGRAD,%20Magda&RIO,%20Emmanuel&rft.genre=preprint


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