{
  "id": "0805.2899",
  "version": "v2",
  "published": "2008-05-19T16:38:31.000Z",
  "updated": "2009-01-21T11:59:40.000Z",
  "title": "Moderate deviations for stationary sequences of Hilbert valued bounded random variables",
  "authors": [
    "Sophie Dede"
  ],
  "journal": "Journal of Mathematical Analysis and applications Volume 349, Issue 2 (2009) 374-394",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2009-01-21T11:59:40.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F10",
      "60G10"
    ],
    "keywords": [
      "hilbert valued bounded random variables",
      "stationary sequences",
      "moderate deviation principle",
      "cramer-von mises statistics",
      "non adpated sequences"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2008arXiv0805.2899D"
    }
  }
}