Deviation inequalities for contractive infinite memory processes

DOI10.1016/J.SPA.2025.104778MaRDI QIDQ6899019zbMATH OpenFDO

Authors Paul Doukhan, Xiequan Fan

Publication date 17 November 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2025.104778

zbMATH Keywords

deviation inequalitiesinfinite memorymartingalesmoment inequalitiesstochastic processes

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Stochastic processes (60G99) Discrete-time Markov processes on general state spaces (60J05)

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