I. S. Borisov, V. A. Zhechev, “Exponential inequalities for the distributions of <nobr>$V$</nobr>-processes based on dependent observations”, Mat. Tr., 2018, Volume 21, Number 2,Pages <nobr>102

Exponential inequalities for the distributions of $V$-processes based on dependent observations

I. S. Borisov^ab, V. A. Zhechev^c

^a Sobolev Institute of Mathematics, Novosibirsk, 630090 Russia
^b Novosibirsk State University, Novosibirsk, 630090 Russia
^c Yandex Technologies, Moscow, 119021 Russia

Abstract: In the paper, exponential inequalities are obtained for the distribution tail of the sup-norm of a $V$-processes with canonical kernel based on independent or weakly dependent observations.

Key words: exponential inequality, canonical $U$- and $V$-statistics, $V$-process, multiple orthogonal series, dependent observations, mixing conditions.

UDC: 519.21

Received: 22.04.2018

DOI: 10.17377/mattrudy.2018.21.204