Bernstein inequality and moderate deviations under strong mixing conditions
Probability
2012-02-23 v1
Abstract
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.
Cite
@article{arxiv.1202.4777,
title = {Bernstein inequality and moderate deviations under strong mixing conditions},
author = {Florence Merlevède and Magda Peligrad and Emmanuel Rio},
journal= {arXiv preprint arXiv:1202.4777},
year = {2012}
}
Comments
20 pages