Deviation inequalities for Banach space valued martingales differences sequences and random fields
Year: 2019
Type: article
Abstract: We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of an orthomartingale differences random field. These inequalities can be used to give rates for linear regression and the law of large numbers.
Source: ESAIM Probability and Statistics
DOI: 10.1051/ps/2019016
Author: Davide Giraudo
Institution: Ruhr University Bochum
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2565201864