Moment bounds for dependent sequences in smooth Banach spaces

J. Dedecker and F. Merlevède

Stochastic Processes and their Applications, 2015, vol. 125, issue 9, 3401-3429

Abstract: We prove a Marcinkiewicz–Zygmund type inequality for random variables taking values in a smooth Banach space. Next, we obtain some sharp concentration inequalities for the empirical measure of {T,T2,⋯,Tn}, on a class of smooth functions, when T belongs to a class of nonuniformly expanding maps of the unit interval.

Keywords: Moment inequalities; Smooth Banach spaces; Empirical process; Young towers; Wasserstein distance (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spa.2015.05.002

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