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Nonconventional moderate deviations theorems and exponential concentration inequalities

Published 2 May 2018 in math.PR | (1805.00849v5)

Abstract: We obtain moderate deviations theorems and exponential (Bernstein type) concentration inequalities for "nonconventional" sums of the form $S_N=\sum_{n=1}N (F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})-\bar F)$.

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