Large deviations for nonstationary arrays and sequences

zbMath0791.60019MaRDI QIDQ1320929

J. R. Baxter, Timo Seppäläinen, Naresh C. Jain

Publication date: 7 July 1994

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

large deviationstriangular arraysempirical distributionsstationary random processlarge deviation principle for nonstationary hypermixing sequences

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Large deviations (60F10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Large deviations for lattice systems. II: Nonstationary independent fields, Large deviations for lattice systems. I: Parametrized independent fields, Large deviations for a class of nonhomogeneous Markov chains