Approximation and exponential inequalities for sums of dependent random vectors

DOI10.1016/S1631-073X(02)02242-2MaRDI QIDQ1598479zbMATH OpenFDO

Authors Noureddine Rhomari

Publication date 4 August 2002

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/S1631-073X(02)02242-2/

zbMATH Keywords

Banach and Hilbert spacesexponential inequalitiesmixing coefficientspartial sumsrandom vectors

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Review text

An extension of \textit{R. C. Bradley}'s result on coupling of dependent real-valued random variables by independent ones [Mich. Math. J. 30, 69-81 (1983; Zbl 0531.60033)] is obtained for random vectors in \(\mathbb{R}^d\). It allows to establish the exponential inequalities for partial sums of \(\alpha\)-dependent random vectors in \(\mathbb{R}^d\) or their transformations to \(\mathcal{Y}\) where \(\mathcal{Y}\) is a separable Banach or Hilbert space. The Bernstein-type inequalities for partial sums of \(\beta\)-dependent random vectors with values in \(\mathcal{Y}\) are proved as well. Thus the generalizations of some results by \textit{I. F. Pinelis} and \textit{A. I. Sakhanenko} [Theory Probab. Appl. 30, 143-148 (1986); translation from Teor. Veroyatn. Primen. 30, No. 1, 127-131 (1985; Zbl 0568.60028)] and \textit{I. F. Pinelis} [ibid. 35, No. 3, 605-607 (1990), resp. ibid. 35, No. 3, 592-594 (1990; Zbl 0713.62042)] are provided for dependent summands. Several applications are given, including estimation of convergence rates in the SLLN for absolutely regular processes with values in \(\mathcal{Y}\).

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Cites work

• Approximation theorems for strongly mixing random variables
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• scientific article; zbMATH DE number 3692406 (Why is no real title available?)
• Inequalities for Distributions of Sums of Independent Random Vectors and Their Application to Estimating a Density
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• Subsampling Continuous Parameter Random Fields and a Bernstein Inequality

Cited in

(7)

• Rate of strong Gaussian approximation for sums of i.i.d. multidimensional random vectors
• On the maximal Lévy-ottaviani inequality for sums of independent and dependent random vectors
• -Almost sure convergence for multivariate probability density estimate from dependent observations
• scientific article; zbMATH DE number 5769729 (Why is no real title available?)
• Nonparametric regression for functional response and functional regressor under dependance
• Refinements in asymptotic expansions for sums of weakly dependent random vectors
• Diameters of random vectors and their applications in approximation theory

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