Exponential inequalities for the distributions of canonical multiple partial sum processes

I. S. Borisov; A. A. Bystrov

doi:10.1137/S0040585X97T98943X

Exponential inequalities for the distributions of canonical multiple partial sum processes

I. S. Borisov, A. A. Bystrov

Section of Probability Theory and Mathematical Statistics

Research output: Contribution to journal › Article

Abstract

Exponential inequalities are obtained for the distribution tail of the sup-norm of a multiple partial sum process with canonical bounded kernel based on independent and weakly dependent observations. The exponent obtained has the correct order.

Original language	English
Pages (from-to)	171-185
Number of pages	15
Journal	Theory of Probability and its Applications
Volume	64
Issue number	2
DOIs	https://doi.org/10.1137/S0040585X97T98943X
Publication status	Published - 1 Jan 2019

Keywords

Canonical U-andV-statistics
Exponential inequalities
Multiple orthogonal series

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10.1137/S0040585X97T98943X

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Borisov, I. S., & Bystrov, A. A. (2019). Exponential inequalities for the distributions of canonical multiple partial sum processes. Theory of Probability and its Applications, 64(2), 171-185. https://doi.org/10.1137/S0040585X97T98943X

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KW - Multiple orthogonal series

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