Moderate deviations for stationary sequences of Hilbert-valued bounded random variables

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:349

Article

Dede, Sophie

关键词: Hilbert space;    Moderate deviations;    Martingale approximation;    Stationary processes;   

DOI  :  10.1016/j.jmaa.2008.08.050

来源: Elsevier

【 摘 要 】

In this paper, we derive the Moderate Deviation Principle for stationary sequences of bounded random variables with values in a Hilbert space. The conditions obtained are expressed in terms of martingale-type conditions. The main tools are martingale approximations and a new Hoeffding inequality for non-adapted sequences of Hilbert-valued random variables. Applications to Cramer-Von Mises statistics, functions of linear processes and stable Markov chains are given. (c) 2008 Elsevier Inc. All rights reserved.

【 授权许可】

Free