Large deviations for functionals of stationary processes

DOI10.1007/BF01208257zbMath0685.60029MaRDI QIDQ1826196

Esa Nummelin

Publication date: 1990

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

zbMATH Keywords

stationary sequenceprinciple of large deviations

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (3)

A moderate deviation for associated random variables ⋮ On the typical level crossing time and path ⋮ Large deviations for the empirical mean of associated random variables

Cites Work

• Large deviations for a general class of random vectors
• Large deviations of uniformly recurrent Markov additive processes
• Convergence rates of large deviation probabilities in the multidimensional case
• On Large Deviations from the Invariant Measure
• Convex Analysis
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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