Abstract
We give new exponential inequalities and Gaussian approximation results for sums of weakly dependent variables. These results lead to generalizations of Bernstein and Hoeffding inequalities, where an extra control term is added; this term contains conditional moments of the variables.
Citation
Bernard Delyon. "Exponential inequalities for sums of weakly dependent variables." Electron. J. Probab. 14 752 - 779, 2009. https://doi.org/10.1214/EJP.v14-636
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