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Exponential inequalities for sums of weakly dependent variables. (English) Zbl 1191.60021

Summary: We give new exponential inequalities and Gaussian approximation results for sums of weakly dependent variables. These results lead to generalizations of Bernstein and Hoeffding inequalities, where an extra control term is added; this term contains conditional moments of the variables.

MSC:

60E15 Inequalities; stochastic orderings
60F99 Limit theorems in probability theory
60G60 Random fields
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