Deviation inequalities for separately Lipschitz functionals of composition of random functions
Probability
2019-09-11 v1 Statistics Theory
Statistics Theory
Abstract
We consider a class of non-homogeneous Markov chains, that contains many natural examples. Next, using martingale methods, we establish some deviation and moment inequalities for separately Lipschitz functions of such a chain, under moment conditions on some dominating random variables.
Cite
@article{arxiv.1907.01758,
title = {Deviation inequalities for separately Lipschitz functionals of composition of random functions},
author = {Jérôme Dedecker and Paul Doukhan and Xiequan Fan},
journal= {arXiv preprint arXiv:1907.01758},
year = {2019}
}
Comments
18 pages