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| Format: | Preprint |
| Published: |
2025
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| Online Access: | https://arxiv.org/abs/2512.10085 |
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| _version_ | 1866915668074430464 |
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| author | Abadi, Miguel |
| author_facet | Abadi, Miguel |
| contents | Large deviation inequalities for ergodic sums is an important subject since the seminal contribution of Bernstein for independent random variables with finite variances, followed by the Chernoff method and the Hoefding result for independent bounded variables. Very few results appears in the literature for the non independent case. Here we consider the, barely treated in the literature, case of positively correlated Bernoulli variables. This case represents the appearance in clusters of a certain fixed phenomena in the overlying stochastic process. Under a very mild condition we prove several upper deviation inequalities. The results follow by a spectral decomposition of an appropriated recursive operator. We illustrate with examples. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2512_10085 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Large Deviation inequalities for sums of positive correlated variables with clustering Abadi, Miguel Probability Large deviation inequalities for ergodic sums is an important subject since the seminal contribution of Bernstein for independent random variables with finite variances, followed by the Chernoff method and the Hoefding result for independent bounded variables. Very few results appears in the literature for the non independent case. Here we consider the, barely treated in the literature, case of positively correlated Bernoulli variables. This case represents the appearance in clusters of a certain fixed phenomena in the overlying stochastic process. Under a very mild condition we prove several upper deviation inequalities. The results follow by a spectral decomposition of an appropriated recursive operator. We illustrate with examples. |
| title | Large Deviation inequalities for sums of positive correlated variables with clustering |
| topic | Probability |
| url | https://arxiv.org/abs/2512.10085 |