Large deviations for functionals of stationary processes (Q1826196)
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scientific article; zbMATH DE number 4122956
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| English | Large deviations for functionals of stationary processes |
scientific article; zbMATH DE number 4122956 |
Statements
Large deviations for functionals of stationary processes (English)
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1990
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Let \((S_ n)\) be a sequence of \(R^ d\)-valued random variables adapted to the internal history of a stationary sequence of random elements \((X_ n)\). We formulate conditions under which the principle of large deviations holds true for the sequence \((S_ n)\).
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stationary sequence
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principle of large deviations
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0.8490816354751587
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0.8485258221626282
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0.8375056385993958
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