Large deviation principles for stationary processes (Q1112438): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
m rollbackEdits.php mass rollback Tag: Rollback |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aop/1176991579 / rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2095331347 / rank | |||
Revision as of 07:45, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation principles for stationary processes |
scientific article |
Statements
Large deviation principles for stationary processes (English)
0 references
1988
0 references
The authors establish a level-three type large deviation theorem for stationary sequences with values in a compact separable metric space under a ratio-mixing condition for associated conditional probabilities. Under an additional continuity assumption they identify the rate function as a relative entropy. The authors relate their results to those of Donsker and Varadhan and apply the main theorems to a certain class of Gibbs measures.
0 references
large deviation
0 references
ratio-mixing condition
0 references
Gibbs measures
0 references
