Considering the centered empirical distribution function F n-F asa variable in ${\mathbb L}^p(\mu)$ , we derive non asymptotic upperbounds for the deviation of the ${\mathbb L}^p(\mu)$ -norms ofF n-F as well as central limit theorems for the empirical processindexed by the elements of generalized Sobolev balls. These resultsare valid for a large class of dependent sequences, includingnon-mixing processes and some dynamical systems.