Displaying similar documents to “Multidimensional version of the results of Komlós, Major and Tusnády for vectors with finite exponential moments”

Concentration inequalities for semi-bounded martingales

Yu Miao (2008)

ESAIM: Probability and Statistics

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In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi-bounded martingale, which extend the results of de la Peña, Ann. probab. 27 (1999) 537–564.

An extreme Markovian-evolutionary (EME) sequence.

José Tiago de Oliveira (1985)

Trabajos de Estadística e Investigación Operativa

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The most general sequence, with Gumbel margins, generated by maxima procedures in an auto-regressive way (one step) is defined constructively and its properties obtained; some remarks for statistical estimation are presented.