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math.PR2015★ 7 cited
A Bernstein-type Inequality for Some Mixing Processes and Dynamical Systems with an Application to Learning
H. Hang, I. Steinwart
We establish a Bernstein-type inequality for a class of stochastic processes that include the classical geometrically -mixing processes, Rio's generalization of these processes,…
math.PR2014
Convergence Types and Rates in Generic Karhunen-Loève Expansions with Applications to Sample Path Properties
Ingo Steinwart
We establish a Karhunen-Lo`eve expansion for generic centered, second order stochastic processes, which does not rely on topological assumptions. We further investigate in which no…