On large deviations for stationary sequences
type: Item
instance of: scholarly article
title: On large deviations for stationary sequences
zbMATH Open document ID: 0831.60039
DOI: 10.1007/BF00995991
published in: Lithuanian Mathematical Journal
publication date: 1995-09-18T00:00:00Z
review text: Let \(S_n\) be the partial sum of a strictly stationary (second-order stationary) sequence and \(P_n= \mathbb{P}(S_n\geq na)\) \((a\in \mathbb{R}^1)\). The asymptotic behavior of \(n\log P_n\) \((n\to \infty)\) is investigated.
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 794504
zbMATH Keywords: large deviations
zbMATH Keywords: strictly stationary
zbMATH Keywords: asymptotic behavior
author: B. Ryauba
MaRDI profile type: Publication
cites work: An invariance principle for \(\phi\)-mixing sequences
description: scientific article; zbMATH DE number 794504