Large deviations for the empirical mean of associated random variables (Q2483428)

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scientific article; zbMATH DE number 5268487
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    Large deviations for the empirical mean of associated random variables
    scientific article; zbMATH DE number 5268487

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      Large deviations for the empirical mean of associated random variables (English)
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      28 April 2008
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      Let \((X_n)_{n\geq1}\) be a strictly stationary sequence of associated random variables which are uniformly bounded. Under the assumption of an hyper-geometric decay of \(\sum_{j=n}^\infty\text{Cov}(X_1,X_j)\) and a boundedness assumption on the densities of the sample means \(\overline{X}_n=n^{-1}\sum_{i=1}^nX_i\) it is shown that the sequence \((\overline{X}_n)_{n\geq1}\) satisfies the large deviation principle.
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      large deviations
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      association
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      stationarity
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