General Decoupling Inequalities for Tangent Sequences
This chapter provides an introduction to the theory of decoupling of tangent sequences, which consists mainly of inequalities comparing functionals of dependent variables to functionals of conditionally independent (decoupled) random variables having equivalent conditional distributions given the immediate past. This tangency property of “shared conditional distributions given the immediate past” is the prevailing concept that has driven the development of the theory. It is surprising that this (minimal) assumption gives rise to such a wealth of interesting and useful results.
KeywordsConditional Independence Moment Generate Function Tail Probability Dependent Random Variable Independent Copy
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