Limit theorems and inequalities via martingales methods

Abstract : In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (1935) untill now, to explain why these methods have become a central tool in probability, statistics and ergodic theory. Next, we present some recent results for/or based on martingales: exponential bounds for super-martingales, concentration inequalities for Lipschitz functionals of dynamical systems, oracle inequalities for the Cox model in a high dimensional setting, and invariance principles for stationary sequences.
Type de document :
Communication dans un congrès
Journées MAS 2012, Aug 2012, Clermont-Ferrand, France. 44, pp.177-196, 2014, ESAIM: Proceedings
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Contributeur : Jérôme Dedecker <>
Soumis le : jeudi 12 janvier 2017 - 17:17:27
Dernière modification le : jeudi 9 février 2017 - 15:04:57

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J. -R. Chazottes, Christophe Cuny, J Dedecker, Xiequan Fan, Sarah Lemler. Limit theorems and inequalities via martingales methods. Journées MAS 2012, Aug 2012, Clermont-Ferrand, France. 44, pp.177-196, 2014, ESAIM: Proceedings. <hal-01433578>

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