Veronique Maume-Deschamps
Concentration inequalities and estimation of conditional 
probabilities
(246K, pdf)

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.