Variance and exponential estimates via coupling

DOI10.1007/S00574-006-0022-1MaRDI QIDQ870463zbMATH OpenOpenAlexFDO

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

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)

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(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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