The large deviation principle for hypermixing processes

DOI10.1007/BF00353880zbMath0634.60025MaRDI QIDQ1096958

Shigeo Kusuoka, Taizo Chiyonobu

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

large deviation principlestationary processhypermixing processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Large deviations (60F10)

Related Items

A large deviation principle and an expression of the rate function for a discrete stationary Gaussian process, A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy, Large deviations: From empirical mean and measure to partial sums process, Entropic repulsion of the lattice free field, On large deviations of empirical measures for stationary Gaussian processes, Asymptotic description of stochastic neural networks. II: Characterization of the limit law, On large deviations for uniformly strong mixing sequences, The principle of large deviations for almost everywhere central limit theorem, Large deviations and Wschebor's theorems

Cites Work

• Unnamed Item
• Unnamed Item
• Large deviations for stationary Gaussian processes
• Large deviations for almost Markovian processes
• A limit theorem for turbulent diffusion
• The free Markoff field
• Asymptotic evaluation of certain markov process expectations for large time. IV
• An introduction to the theory of large deviations