Moderate deviations for stationary sequences of Hilbert valued bounded random variables

Sophie Dede

Published 2008-05-19, updated 2009-01-21Version 2

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 adpated sequences of Hilbert-valued random variables. Applications to Cramer-Von Mises statistics, functions of linear processes and stable Markov chains are given.