Deviation inequalities for Banach space valued martingales differences sequences and random field

Davide Giraudo (1)

1 LMRS - Laboratoire de Mathématiques Raphaël Salem

We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of a strictly stationary orthomartingale random field. These inequalities can be used to establish complete convergence of normalized maxima of partial sums.

Mots clés: Random Fields; Orthomartingales; Martingale difference sequences; Deviation inequalities; Complete convergence

Domaines: Probabilités [math.PR]

Davide Giraudo. Deviation inequalities for Banach space valued martingales differences sequences and random field. 2016. ⟨hal-01280885v2⟩