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Conference Papers Year : 2009

Bernstein inequality and moderate deviations under strong mixing conditions

Abstract

In this paper we obtain a Bernstein type inequality for geometrically strongly mixing sequences of bounded random variables. This inequality leads to a moderate deviations prinicple that complements the large deviation result obtained by Bryc and Dembo (1998) under superexponential mixing rates.
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Dates and versions

inria-00360856 , version 1 (12-02-2009)

Identifiers

  • HAL Id : inria-00360856 , version 1

Cite

Florence Merlevède, Magda Peligrad, Emmanuel Rio. Bernstein inequality and moderate deviations under strong mixing conditions. High dimensional probability V : the 5th International Conference (HDP V), May 2008, Luminy, France. pp.273-292. ⟨inria-00360856⟩
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