Large deviations for generic stationary processes

DOI10.4064/cm-84/85-1-75-82zbMath0973.28014OpenAlexW964191708MaRDI QIDQ4511582

Dalibor Volný, Emmanuel Lesigne

Publication date: 3 December 2001

Published in: Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/210810

zbMATH Keywords

probability spaceergodic theoremspeed of convergencemeasure-preserving ergodic and aperiodic transformation

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Measure-preserving transformations (28D05) Large deviations (60F10) Ergodic theorems, spectral theory, Markov operators (37A30)

Related Items (4)

Forced linear oscillators and the dynamics of Euclidean group extensions ⋮ Estimates of the rate of convergence in the von Neumann and Birkhoff ergodic theorems ⋮ Large Deviations of the Ergodic Averages: From Hölder Continuity to Continuity Almost Everywhere ⋮ Large deviations for martingales.

This page was built for publication: Large deviations for generic stationary processes