On large deviations for stationary sequences

DOI10.1007/BF00995991MaRDI QIDQ1897890zbMATH OpenFDO

Authors B. Ryauba

Publication date 18 September 1995

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00995991

zbMATH Keywords

asymptotic behaviorlarge deviationsstrictly stationary

Mathematics Subject Classification ID

Large deviations (60F10) Stationary stochastic processes (60G10)

Review text

Let \(S_n\) be the partial sum of a strictly stationary (second-order stationary) sequence and \(P_n= \mathbb{P}(S_n\geq na)\) \((a\in \mathbb{R}^1)\). The asymptotic behavior of \(n\log P_n\) \((n\to \infty)\) is investigated.

Cites work

• An invariance principle for \(\phi\)-mixing sequences

Cited in

(4)

• Parametrization for stationary patterns of the \(r\)-majority operators on 0-1 sequences
• Barely-stationary \(\mathrm{AR}(1)\) sequences near random walk
• Characterization of large deviation probabilities for regenerative sequences
• Limit Theorems for Stopped Random Sequences II: Large Deviations

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