Hoeffding inequalities for Lipschitz functions of dependent sequences

Authors
Citation
E. Rio, Hoeffding inequalities for Lipschitz functions of dependent sequences, CR AC S I, 330(10), 2000, pp. 905-908
Citations number
6
Categorie Soggetti
Mathematics
Journal title
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE
ISSN journal
07644442 → ACNP
Volume
330
Issue
10
Year of publication
2000
Pages
905 - 908
Database
ISI
SICI code
0764-4442(20000515)330:10<905:HIFLFO>2.0.ZU;2-T
Abstract
In this Note we obtain Hoeffding type exponential inequalities for Lipschit z functions of some weakly dependent sequences. In particular these inequal ities apply to uniformly mixing sequences. (C) 2000 Academie des sciences/E ditions scientifiques et medicales Elsevier SAS.