Large deviation principles for stationary processes (Q1112438)

From MaRDI portal
Revision as of 00:11, 23 February 2024 by RedirectionBot (talk | contribs) (‎Removed claim: reviewed by (P1447): Item:Q1307068)
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
    0 references
    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

    Identifiers