Large deviation principles for stationary processes (Q1112438)

From MaRDI portal
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