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Maximal inequalities with exponential decay under weak dependence conditions.

Authors :
Boukhari, Fakhreddine
Cakalli, Huseyin
Kocinac, Ljubisa D. R.
Ashyralyev, Allaberen
Harte, Robin
Dik, Mehmet
Canak, Ibrahim
Kandemir, Hacer Sengul
Tez, Mujgan
Gurtug, Ozay
Savas, Ekrem
Akay, Kadri Ulas
Ucgun, Filiz Cagatay
Uyaver, Sahin
Ashyralyyev, Charyyar
Sezer, Sefa Anil
Turkoglu, Arap Duran
Onvural, Oruc Raif
Sahin, Hakan
Source :
AIP Conference Proceedings. 2020, Vol. 2334 Issue 1, p1-4. 4p.
Publication Year :
2020

Abstract

We establish large deviation inequalities with exponential decay for the maximum of partial sums of subgaussian random variables. Applying our result to acceptable sequences of bounded mean zero random variables, we strengthen a well-known inequality of Hoeffding. As a consequence we prove a bounded law of iterated logarithm for this class of random variables. The obtained method, also allows us to state a strong integrability property for weighted series of negatively dependent random variables. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
0094243X
Volume :
2334
Issue :
1
Database :
Academic Search Index
Journal :
AIP Conference Proceedings
Publication Type :
Conference
Accession number :
149021824
Full Text :
https://doi.org/10.1063/5.0042194