On large deviations for stationary sequences (Q1897890)
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scientific article; zbMATH DE number 794504
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On large deviations for stationary sequences |
scientific article; zbMATH DE number 794504 |
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On large deviations for stationary sequences (English)
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18 September 1995
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Let \(S_n\) be the partial sum of a strictly stationary (second-order stationary) sequence and \(P_n= \mathbb{P}(S_n\geq na)\) \((a\in \mathbb{R}^1)\). The asymptotic behavior of \(n\log P_n\) \((n\to \infty)\) is investigated.
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large deviations
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strictly stationary
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asymptotic behavior
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