Deviation inequality for Banach-valued orthomartingales
Davide Giraudo (UNISTRA UFR MI)
TL;DR
This paper establishes deviation inequalities for Banach-valued orthomartingales and applies these results to kernel regression for random fields and the law of large numbers, advancing understanding of multi-indexed martingales.
Contribution
It introduces deviation inequalities for multi-indexed Banach-valued orthomartingales, a novel extension in the study of such stochastic processes.
Findings
Derived deviation inequalities for Banach-valued orthomartingales.
Applied inequalities to kernel regression for random fields.
Established rates in the law of large numbers for orthomartingale difference fields.
Abstract
We show a deviation inequality inequalities for multi-indexed martingale We then provide applications to kernel regression for random fields and rates in the law of large numbers for orthomartingale difference random fields.
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Taxonomy
TopicsProbability and Risk Models · Statistical Methods and Inference · Risk and Portfolio Optimization