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\\((X_n, -\\infty<n<\\infty)\\) be a stationary process with values in \\(\\mathbb R^d\\), \\(d\\geq1\\). Suppose that the process satisfies the recurrent equation \\(X_{n+1}=f(X_{-\\infty}^n)+W_{n+1}\\), \\(-\\infty<n<\\infty\\), where \\(f:{\\mathbb R^d}^{Z_-}\\to\\mathbb R^l\\) is a given function, \\(Z_-=\\{0,-1,-2,\\ldots\\}\\), and \\((W_n)\\) is a sequence of independent and identically distributed random variables in \\(\\mathbb R^l\\). The norm \\(|{\\mathbf x}|:=\\sum_{i\\geq 0}\\lambda^i|x_{-i}|\\) with some \\(\\lambda>0\\) is defined on \\({\\mathbb R^d}^{Z_-}\\). The following theorem is the main result of the paper. Let there exist \\(\\lambda>0\\), \\(\\varepsilon_m\\to 0\\), \\(m\\varepsilon_m\\to\\infty\\), and \\(\\gamma_k\\to 0\\), \\(k\\to\\infty\\), such that for any \\({\\mathbf x}=(x_0,x_{-1},\\ldots)\\), \\({\\mathbf y}=(y_0,y_{-1},\\ldots)\\), \\(|f({\\mathbf x})|+\\lambda|{\\mathbf x}|\\leq(1-\\varepsilon_m)|{\\mathbf x}|\\) for \\(|{\\mathbf x}|\\leq m\\), and \\(|f({\\mathbf x})-f({\\mathbf y})|\\leq\\gamma_i\\) for \\(x_0=y_0,\\ldots,x_{-i+1}=y_{-i+1}\\), \\({\\mathbf E}\\exp(a|W_1|)<\\infty\\) for any \\(a>0\\), and let the r.v. \\(W_1\\) have a density \\(p\\) which is everywhere positive, continuous, and satisfy the following Lipshitz type condition: \\(p(z+v)/p(v)\\leq 1+N_m|z|\\), for any \\(v\\), \\(m>0\\), \\(|z|\\leq m\\), and for some \\(N_m>0\\). Then the large deviation principle holds for the family \\((n^{-1}\\sum_{k=1}^ng(X_k),\\;n\\geq1)\\), where \\(g:\\mathbb R^d\\to\\mathbb R^l\\) is any bounded function. This theorem is deduced from another theorem on large deviations, proved by \\textit{O. V. Gulinsky} and \\textit{A. Yu. Veretennikov} [Large deviations for discrete-time processes with averaging. Utrecht: VSP (1993; Zbl 0838.60028)]. For the entire collection see [Zbl 0870.00038].","type":"string"},"datatype":"string"},"type":"statement","id":"Q4356503$C2356A40-3244-4672-8BB5-CBB3779061A4","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4356503","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4356503"}}}}}