I. S. Borisov, A. A. Bystrov, “Exponential inequalities for the distributions of canonical multiple partial sum processes”, Teor. Veroyatnost. i Primenen., 2019, Volume 64, Issue 2,Pages <nobr>209

This article is cited in 5 papers

Exponential inequalities for the distributions of canonical multiple partial sum processes

I. S. Borisov^ab, A. A. Bystrov^b

^a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
^b Novosibirsk State University

Abstract: Exponential inequalities are obtained for the distribution tail of the sup-norm of a multiple partial sum process with canonical bounded kernel based on independent and weakly dependent observations. The exponent obtained has the correct order.

Keywords: exponential inequalities, canonical $U$- and $V$-statistics, multiple orthogonal series.

Received: 26.03.2018
Revised: 03.06.2018
Accepted: 21.06.2018

DOI: 10.4213/tvp5188