Open Access
2010 Deviation inequalities for sums of weakly dependent time series
Wintenberger Olivier
Author Affiliations +
Electron. Commun. Probab. 15: 489-503 (2010). DOI: 10.1214/ECP.v15-1577


In this paper we give new deviation inequalities for the partial sums of weakly dependent data. The loss from the independent case is studied carefully. We give examples of non mixing time series such that dynamical systems and Bernoulli shifts for whom such deviation inequality holds. The proofs are based on the blocks technique and different coupling arguments.


Download Citation

Wintenberger Olivier. "Deviation inequalities for sums of weakly dependent time series." Electron. Commun. Probab. 15 489 - 503, 2010.


Accepted: 19 October 2010; Published: 2010
First available in Project Euclid: 6 June 2016

zbMATH: 1225.60034
MathSciNet: MR2733373
Digital Object Identifier: 10.1214/ECP.v15-1577

Primary: 60E15
Secondary: 60G10

Keywords: Bernoulli schifts , Bernstein's type inequalities , coupling schemes , expanding maps , Markov chains , Weak dependence

Back to Top