A deviation bound for α-dependent sequences with applications to intermittent maps

作者:Jérôme, Dedecker; Florence, Merlevède
来源:Stochastics and Dynamics, 2017, 17(01): 1750005.
DOI:10.1142/s0219493717500058

摘要

<jats:p> We prove a deviation bound for the maximum of partial sums of functions of [Formula: see text]-dependent sequences as defined in [2]. As a consequence, we extend the Rosenthal inequality of Rio [16] for [Formula: see text]-mixing sequences in the sense of Rosenblatt [18] to the larger class of [Formula: see text]-dependent sequences. Starting from the deviation inequality, we obtain upper bounds for large deviations and Hölderian invariance principle for the Donsker line. We illustrate our results through the example of intermittent maps of the interval, which are not [Formula: see text]-mixing in the sense of Rosenblatt. </jats:p>

  • 出版日期2017-2
  • 单位常州工学院