Variance and exponential estimates via coupling

DOI10.1007/S00574-006-0022-1zbMATH Open1114.60025OpenAlexW1968681131MaRDI QIDQ870463FDOQ870463

Authors: P. Collet 

Publication date: 12 March 2007

Published in: Bulletin of the Brazilian Mathematical Society. New Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00574-006-0022-1

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zbMATH Keywords

large deviationsconcentration inequalitiesmoments inequalities

Mathematics Subject Classification ID

Density estimation (62G07) Large deviations (60F10) Thermodynamic formalism, variational principles, equilibrium states for dynamical systems (37D35)

Cited In (3)

• On the exponentially weighted moving variance
• Limit theorems and inequalities via martingale methods
• A concentration inequality for interval maps with an indifferent fixed point

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