Moment bounds for dependent sequences in smooth Banach spaces

DOI10.1016/j.spa.2015.05.002zbMath1318.60028arXiv1404.0563OpenAlexW1579226102MaRDI QIDQ491917

Jérôme Dedecker, Florence Merlevède

Publication date: 19 August 2015

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

Full work available at URL: https://arxiv.org/abs/1404.0563

zbMATH Keywords

moment inequalitiesempirical processsmooth Banach spacesWasserstein distanceYoung towers

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Generalizations of martingales (60G48) Dynamical systems involving maps of the interval (37E05)

Related Items (10)

Quadratic transportation cost in the conditional central limit theorem for dependent sequences ⋮ A deviation bound for α-dependent sequences with applications to intermittent maps ⋮ Large and moderate deviations for bounded functions of slowly mixing Markov chains ⋮ Martingale-coboundary decomposition for families of dynamical systems ⋮ Convergence of moments for dispersing billiards with cusps ⋮ Loss of memory and moment bounds for nonstationary intermittent dynamical systems ⋮ Sharp statistical properties for a family of multidimensional nonMarkovian nonconformal intermittent maps ⋮ Sharp polynomial bounds on decay of correlations for multidimensional nonuniformly hyperbolic systems and billiards ⋮ Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods ⋮ On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields

Cites Work

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• Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
• Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains
• Asymptotic theory of weakly dependent stochastic processes
• Moment bounds and concentration inequalities for slowly mixing dynamical systems
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• Projective metrics and mixing properties on towers
• Empirical central limit theorems for ergodic automorphisms of the torus
• Convergence Rates in the Law of Large Numbers for Banach-Valued Dependent Variables
• Large deviations for nonuniformly hyperbolic systems
• Some unbounded functions of intermittent maps for which the central limit theorem holds
• A probabilistic approach to intermittency
• Weak convergence of the empirical process of intermittent maps in 𝕃² under long-range dependence
• Limit theorems for Markov chains and stochastic properties of dynamical systems by quasi-compactness

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