Large deviations for functionals of stationary processes (Q1826196)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Large deviations for functionals of stationary processes |
scientific article; zbMATH DE number 4122956
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for functionals of stationary processes |
scientific article; zbMATH DE number 4122956 |
Statements
Large deviations for functionals of stationary processes (English)
0 references
1990
0 references
Let \((S_ n)\) be a sequence of \(R^ d\)-valued random variables adapted to the internal history of a stationary sequence of random elements \((X_ n)\). We formulate conditions under which the principle of large deviations holds true for the sequence \((S_ n)\).
0 references
stationary sequence
0 references
principle of large deviations
0 references
0 references
