Large deviation principles for stationary processes (Q1112438)
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English | Large deviation principles for stationary processes |
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Large deviation principles for stationary processes (English)
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1988
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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.
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large deviation
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ratio-mixing condition
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Gibbs measures
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