Deviation inequality for Banach-valued orthomartingales
Probability
2024-08-27 v1 Statistics Theory
Statistics Theory
Abstract
We show a deviation inequality inequalities for multi-indexed martingale We then provide applications to kernel regression for random fields and rates in the law of large numbers for orthomartingale difference random fields.
Cite
@article{arxiv.2212.14583,
title = {Deviation inequality for Banach-valued orthomartingales},
author = {Davide Giraudo},
journal= {arXiv preprint arXiv:2212.14583},
year = {2024}
}