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Bernstein inequality and moderate deviations under strong mixing conditions

Abstract : In this paper we obtain a Bernstein type inequality for geometrically strongly mixing sequences of bounded random variables. This inequality leads to a moderate deviations prinicple that complements the large deviation result obtained by Bryc and Dembo (1998) under superexponential mixing rates.
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https://hal.inria.fr/inria-00360856
Contributor : Emmanuel Rio <>
Submitted on : Thursday, February 12, 2009 - 1:45:15 PM
Last modification on : Wednesday, April 14, 2021 - 12:12:31 PM
Long-term archiving on: : Tuesday, June 8, 2010 - 8:45:03 PM

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  • HAL Id : inria-00360856, version 1

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Florence Merlevède, Magda Peligrad, Emmanuel Rio. Bernstein inequality and moderate deviations under strong mixing conditions. High dimensional probability V : the 5th International Conference (HDP V), May 2008, Luminy, France. pp.273-292. ⟨inria-00360856⟩

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