Large deviation for stationary processes

DOI10.1007/BF02925063MaRDI QIDQ4730543zbMATH OpenFDO

Authors L. Accardi, Stefano Olla

Publication date 1987

Published in Rendiconti del Seminario Matematico e Fisico di Milano (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02925063

zbMATH Keywords

entropy for stationary processesLarge deviationquasi-local variational characterizationvariational principle

Mathematics Subject Classification ID

Large deviations (60F10) General theory of stochastic processes (60G07) Stationary stochastic processes (60G10)

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Cites work

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Cited in

(12)

• Large deviation principles for stationary processes
• Large deviation for a class of current-valued processes
• Large deviations and stationary measures for interacting particle systems
• Large deviations for fields with stationary independent increments
• Pseudo free energies and large deviations for non Gibbsian FKG measures
• Large deviations for moving average processes
• Quasi-static large deviations
• Exact estimates of the metric entropy of the averages for some classes of stationary sequences
• scientific article; zbMATH DE number 1069545 (Why is no real title available?)
• Precise Estimates of the Metric Entropy for the Set of Arithmetic Averages of Quasi-Stationary Processes
• Large deviations for empirical entropies ofg-measures
• Large deviation theory for non-regular location shift family

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