Deviation inequalities for Banach space valued martingales differences sequences and random fields
ESAIM: Probability and Statistics, Tome 23 (2019), pp. 922-946.

We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of an orthomartingale differences random field. These inequalities can be used to give rates for linear regression and the law of large numbers.

Reçu le :
Accepté le :
DOI : 10.1051/ps/2019016
Classification : 60B12, 60G42, 60G48, 60G60
Mots-clés : Martingales, random fields, orthomartingales, deviation inequalities, complete convergence
Giraudo, Davide 1

1 
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     author = {Giraudo, Davide},
     title = {Deviation inequalities for {Banach} space valued martingales differences sequences and random fields},
     journal = {ESAIM: Probability and Statistics},
     pages = {922--946},
     publisher = {EDP-Sciences},
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     language = {en},
     url = {http://archive.numdam.org/articles/10.1051/ps/2019016/}
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Giraudo, Davide. Deviation inequalities for Banach space valued martingales differences sequences and random fields. ESAIM: Probability and Statistics, Tome 23 (2019), pp. 922-946. doi : 10.1051/ps/2019016. http://archive.numdam.org/articles/10.1051/ps/2019016/

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