05-65 Veronique Maume-Deschamps
Concentration inequalities and estimation of conditional probabilities (246K, pdf) Feb 12, 05
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Abstract. We prove concentration inequalities inspired from \cite{DP} to obtain estimators of conditional probabilities for weak dependant sequences. This generalize results from Csisz\'ar (\cite{Cs}). For Gibbs measures and dynamical systems, these results lead to construct estimators of the potential function and also to test the nullity of the asymptotic variance of the system.

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