Moderate deviations for stationary sequences of Hilbert valued bounded random variables
Probability
2009-01-21 v2
Abstract
In this paper, we derive the moderate deviation principle for stationary sequences of bounded random variables with values in a Hilbert space. The conditions obtained are expressed in terms of martingale-type conditions. The main tools are martingale approximations and a new Hoeffding inequality for non adpated sequences of Hilbert-valued random variables. Applications to Cramer-Von Mises statistics, functions of linear processes and stable Markov chains are given.
Cite
@article{arxiv.0805.2899,
title = {Moderate deviations for stationary sequences of Hilbert valued bounded random variables},
author = {Sophie Dede},
journal= {arXiv preprint arXiv:0805.2899},
year = {2009}
}