Large deviation principles for stationary processes
From MaRDI portal
Publication:1112438
DOI10.1214/aop/1176991579zbMath0659.60051OpenAlexW2095331347MaRDI QIDQ1112438
Publication date: 1988
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991579
Related Items (22)
Spatio-temporal large deviations principle for coupled circle maps. ⋮ Large deviation principles for lacunary sums ⋮ Complexity and demographic stability in population models ⋮ Building thermodynamics for non-uniformly hyperbolic maps ⋮ Large deviations for dynamical systems with stretched exponential decay of correlations ⋮ Complexity and Stability in Biological Systems ⋮ REMARKS ON LARGE DEVIATION FOR RATIONAL MAPS ON THE RIEMANN SPHERE ⋮ Recurrence times, waiting times and universal entropy production estimators ⋮ Large deviations for systems with non-uniform structure ⋮ A note on large deviations for unbounded observables ⋮ Large deviations for nonuniformly hyperbolic systems ⋮ On large deviations for uniformly strong mixing sequences ⋮ On the convergence of averages of mixing sequences ⋮ An addendum to ``A limitation of Markov representation for stationary processes ⋮ Large deviations for the local fluctuations of random walks ⋮ Large deviation principle of stochastic differential equations with non-Lipschitzian coefficients ⋮ Statistical properties of diffeomorphisms with weak invariant manifolds ⋮ Large and moderate deviations for slowly mixing dynamical systems ⋮ Large deviations and fluctuation theorem for selectively decoupled measures on shift spaces ⋮ Dynamical multifractal zeta-functions and fine multifractal spectra of graph-directed self-conformal constructions ⋮ Random continued fractions: Lévy constant and Chernoff-type estimate ⋮ Typical absolute continuity for classes of dynamically defined measures
This page was built for publication: Large deviation principles for stationary processes
