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En utilisant l’in´egalit´e des pentes de J.-B.. Using the slopes inequality
Shao (2009), the inequality (1.2) has been applied to prove the necessary upper and lower bounds in Theorem 8.6 in order to obtain the moderate deviation result for
The purpose of this note is to prove a central limit theorem for the third integrated moment of the Brownian local time increments using techniques of stochastic analysis.. This
First result is the concentration property of Bernoulli processes (cf.. Suppose that vectors t1,. Consider vectors t1,.. By condition ii) the functions f k,l are a.e... 5
We present a tail inequality for suprema of empirical processes generated by vari- ables with finite ψ α norms and apply it to some geometrically ergodic Markov chains to derive
(1997) Information inequalities and concentration of measure. A note on symmetric Bernoulli random variables. A probability inequality for linear combinations of bounded
This result implies almost sure convergence of empirical periodograms, almost sure convergence of spectral distribution of circulant and reverse circulant matrices, and almost
We prove here (by showing convergence of Chen’s series) that linear stochastic differential equa- tions driven by analytic fractional Brownian motion [6, 7] with arbitrary Hurst index
