Nonconventional moderate deviations theorems and exponential concentration inequalities
classification
🧮 math.PR
keywords
concentrationdeviationsexponentialinequalitiesmoderatenonconventionaltheoremsbernstein
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We obtain moderate deviations theorems and exponential (Bernstein type) concentration inequalities for "nonconventional" sums of the form $S_N=\sum_{n=1}^N (F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})-\bar F)$.
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