Moment inequalities for sums of dependent random variables under projective conditions
From MaRDI portal
Publication:1014052
DOI10.1007/s10959-008-0155-9zbMath1160.60312OpenAlexW1985768560MaRDI QIDQ1014052
Publication date: 24 April 2009
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-008-0155-9
Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)
Related Items
Study of almost everywhere convergence of series by mean of martingale methods, Limit theorems for weighted Bernoulli random fields under Hannan's condition, On Wasserstein-1 distance in the central limit theorem for elephant random walk, Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms, Rates of convergence in the central limit theorem for nonlinear statistics under relaxed moment conditions, Deviation inequalities for stochastic approximation by averaging, Self-normalized Cramér type moderate deviations for stationary sequences and applications, On the Product of Random Variables and Moments of Sums Under Dependence, On sufficient conditions for the consistency of local linear kernel estimators, Towards Insensitivity of Nadaraya--Watson Estimators to Design Correlation, Universal kernel-type estimation of random fields, Quantitative Propagation of Chaos in a Bimolecular Chemical Reaction-Diffusion Model, UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK, Central limit theorems for high dimensional dependent data, Zeroth-order nonconvex stochastic optimization: handling constraints, high dimensionality, and saddle points, Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples, Concentration inequalities for separately convex functions, Covariance matrix estimation for stationary time series, Oracle inequalities and optimal inference under group sparsity, Deviation inequalities for separately Lipschitz functionals of iterated random functions, On Cox-Kemperman moment inequalities for independent centered random variables, Moment bounds for dependent sequences in smooth Banach spaces, Towards a general theory for nonlinear locally stationary processes, On the Functional Central Limit Theorem for Reversible Markov Chains with Nonlinear Growth of the Variance, Unnamed Item, A note on moment inequality for quadratic forms, Marcinkiewicz-Zygmund inequality for nonnegative \(N\)-demimartingales and related results, Unnamed Item, Deviation inequalities for separately Lipschitz functionals of composition of random functions, Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields, AdaBoost and robust one-bit compressed sensing, Cramér moderate deviations for a supercritical Galton-Watson process, Quenched Invariance Principles via Martingale Approximation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distribution function inequalities for martingales
- The functional central limit theorem for strongly mixing processes
- Inequalities for absolutely regular sequences: application to density estimation
- On quantiles and the central limit question for strongly mixing sequences
- The functional moderate deviations for Harris recurrent Markov chains and applications.
- Large deviations for martingales.
- A new maximal inequality and invariance principle for stationary sequences
- [https://portal.mardi4nfdi.de/wiki/Publication:3048064 Estimation des densit�s: risque minimax]
- Extremal properties of Rademacher functions with applications to the Khintchine and Rosenthal inequalities
- General Irreducible Markov Chains and Non-Negative Operators
- A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications
- On probability and moment inequalities for supermartingales and martingales
- On the best constant in Marcinkiewicz-Zygmund inequality