On the large deviation principle for stationary weakly dependent random fields

DOI10.1214/aop/1176989815zbMath0756.60028OpenAlexW2009458774MaRDI QIDQ1196951

Wlodzimierz Bryc

Publication date: 16 January 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989815

zbMATH Keywords

random fieldlarge deviation principlestrong mixingGibbs fieldsempirical fieldempirical fields of Markov chains

Mathematics Subject Classification ID

Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Large deviation principles for lacunary sums ⋮ A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy ⋮ An estimate of deviation probabilities of the sample mean of variables with \(\psi\)-semimixing ⋮ Large deviations for \(\mathbb{Z}^ d\)-actions ⋮ Uniqueness of minimizer for countable Markov shifts and equidistribution of periodic points ⋮ Large deviations for a stochastic Cahn–Hilliard equation in Hölder norm ⋮ LARGE DEVIATIONS FOR INHOMOGENEOUS SYSTEMS ⋮ On large deviations for uniformly strong mixing sequences ⋮ On the convergence of averages of mixing sequences ⋮ Regularity properties and pathologies of position-space renormalization-group transformations: scope and limitations of Gibbsian theory ⋮ Large deviation principles for countable Markov shifts ⋮ Moderate deviations for a stochastic Burgers equation ⋮ Random continued fractions: Lévy constant and Chernoff-type estimate

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