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Bernstein inequality and moderate deviations under strong mixing conditions

In this paper we obtain a Bernstein type inequality for a class of weakly dependent and bounded random variables. The proofs lead to a moderate deviations principle for sums of bounded random variables with exponential decay of the strong mixing coeficients that complements the large deviation result obtained by Bryc and Dembo (1998) under superexponential mixing rates.

preprint2012arXivOpen access
Florence MerlevèdeMagda PeligradEmmanuel Rio
math.PR
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Open access3 authors1 topic
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Florence MerlevèdeMagda PeligradEmmanuel Rio

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