Cramer's Theorem for Certain Ergodic Processes in Banach Spaces

DOI10.1080/17442508608833402zbMath0603.60028OpenAlexW2023940402MaRDI QIDQ3739960

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Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833402

zbMATH Keywords

spectral densitymoving averageergodic processBanach space valued random variablesweakly stationary processCramér's transform

Mathematics Subject Classification ID

Large deviations (60F10) Probability theory on linear topological spaces (60B11)

Related Items

Large deviations for moving average processes

Cites Work

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• Large deviations for a general class of random vectors
• On the probability of large deviations in Banach spaces
• Large deviations for stationary Gaussian processes
• Large deviations for Poisson systems of independent random walks
• An introduction to the theory of large deviations