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Decoupling pp 291-324 | Cite as

General Decoupling Inequalities for Tangent Sequences

  • Víctor H. de la Peña
  • Evarist Giné
Part of the Probability and its Applications book series (PIA)

Abstract

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.

Keywords

Conditional Independence Moment Generate Function Tail Probability Dependent Random Variable Independent Copy 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1999

Authors and Affiliations

  • Víctor H. de la Peña
    • 1
  • Evarist Giné
    • 2
  1. 1.Department of StatisticsColumbia UniversityNew YorkUSA
  2. 2.Department of MathematicsUniversity of Connecticut, StorrsStorrsUSA

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