- 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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