Moment bounds for dependent sequences in smooth Banach spaces
Dedecker, Jérôme ; Merlevède, Florence
HAL, hal-00971755 / Harvested from HAL
Text on HAL
We prove a Marcinkiewicz-Zygmund type inequality for random variables taking values in a smooth Banach space. Next, we obtain some sharp concentration inequalities for the empirical measure of {T, T^2, ..., T^n}, on a class of smooth functions, when T belongs to a class of nonuniformly expanding maps of the unit interval.
Publié le : 2015-07-04
Classification:  Young towers,  Wasserstein distance,  Moment inequalities,  Smooth Banach spaces,  Empirical process,  60E15; 60G48; 37E05,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00971755,
     author = {Dedecker, J\'er\^ome and Merlev\`ede, Florence},
     title = {Moment bounds for dependent sequences in smooth Banach spaces},
     journal = {HAL},
     volume = {2015},
     number = {0},
     year = {2015},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00971755}
}

Dedecker, Jérôme; Merlevède, Florence. Moment bounds for dependent sequences in smooth Banach spaces. HAL, Tome 2015 (2015) no. 0, . http://gdmltest.u-ga.fr/item/hal-00971755/