A fourth moment inequality for functionals of stationary processes

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dc.creatorDurieu, Olivier
dc.date2008-06-18
dc.date2008-10-16
dc.date.accessioned2026-07-07T10:10:08Z
dc.date.available2026-07-07T10:10:08Z
dc.descriptionIn this paper, a fourth moment bound for partial sums of functional of strongly ergodic Markov chain is established. This type of inequality plays an important role in the study of empirical process invariance principle. This one is specially adapted to the technique of Dehling, Durieu and Volný (2008). The same moment bound can be proved for dynamical system whose transfer operator has some spectral properties. Examples of applications are given.
dc.identifierhttps://arxiv.org/abs/0806.2980
dc.identifierhttp://arxiv.org/abs/0806.2980
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/171529
dc.subjectProbability
dc.subject60G10; 60F17; 62G30; 28D05
dc.titleA fourth moment inequality for functionals of stationary processes
dc.typetext

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