Nonconventional moderate deviations theorems and exponential concentration inequalities

Yeor Hafouta

Nonconventional moderate deviations theorems and exponential concentration inequalities

Probability 2019-02-11 v5

Authors: Yeor Hafouta

Abstract

We obtain moderate deviations theorems and exponential (Bernstein type) concentration inequalities for "nonconventional" sums of the form $S_N=\sum_{n=1}^N (F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})-\bar F)$ .

Keywords

probability theory inequalities exponential sums

Cite

@article{arxiv.1805.00849,
  title  = {Nonconventional moderate deviations theorems and exponential concentration inequalities},
  author = {Yeor Hafouta},
  journal= {arXiv preprint arXiv:1805.00849},
  year   = {2019}
}

Comments

24 pages; In the third version Young towers can be considered in Theorems 2.3 and 2.4. In the fourth, a corrected proof of Theorem 6.3 appears. To appear in AIHP

Nonconventional moderate deviations theorems and exponential concentration inequalities

Abstract

Keywords

Cite

Comments

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