25 citations · 58 across the 16 of their papers we have counts for
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Fuk-Nagaev inequality in smooth Banach spaces: Optimum bounds for distributions of heavy-tailed martingales
Mattes Mollenhauer, Christian Fiedler
We derive a Fuk-Nagaev inequality for the maxima of norms of martingale sequences in smooth Banach spaces which allow for a finite number of higher conditional moments. The bound i…
On the concentration of subgaussian vectors and positive quadratic forms in Hilbert spaces
Mattes Mollenhauer, Claudia Schillings
In these notes, we investigate the tail behaviour of the norm of subgaussian vectors in a Hilbert space. The subgaussian variance proxy is given as a trace class operator, allowing…
Kernel Autocovariance Operators of Stationary Processes: Estimation and Convergence
Mattes Mollenhauer, Stefan Klus, Christof Schütte +1
We consider autocovariance operators of a stationary stochastic process on a Polish space that is embedded into a reproducing kernel Hilbert space. We investigate how empirical est…