Laplace transform estimates and deviation inequalities

DOI10.1016/S0246-0203(02)00017-1MaRDI QIDQ1868110zbMATH OpenOpenAlexFDO

Authors Olivier Catoni

Publication date 27 April 2003

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_2003__39_1_1_0, https://eudml.org/doc/77755

zbMATH Keywords

central limit theoremconcentration of product measuresdeviation inequalitiesMarkov chainsmaximal coupling

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Measures of information, entropy (94A17)

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