On large deviations for uniformly strong mixing sequences
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Cites work
- A limitation of Markov representation for stationary processes
- An introduction to the theory of large deviations
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Cited in
(30)- Large deviations for exchangeable random vectors
- Convergence conditions for the observed mean method in stochastic programming
- A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy
- Large deviations: From empirical mean and measure to partial sums process
- Large deviations for a class of recursive algorithms
- Moderate deviations for martingales and mixing random processes
- Large deviations for stationary \(\Phi\)-mixing sequences in \(\tau\)-topology
- Large deviations and strong mixing
- Every ``lower psi-mixing Markov chain is ``interlaced rho-mixing
- Large deviations for one-dimensional random walks on discrete point processes
- Random continued fractions: Lévy constant and Chernoff-type estimate
- Strong approximation for mixing sequences with infinite variance
- Large deviations for the empirical mean of associated random variables
- A moderate deviation for associated random variables
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- Moderate deviations for martingale differences and applications to φ -mixing sequences
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- On the local limit theorems for psi-mixing Markov chains
- Large deviation principles for stationary NA sequences
- Large deviation theory for a homogenized and ``corrected elliptic ODE
- On the convergence of averages of mixing sequences
- An addendum to ``A limitation of Markov representation for stationary processes
- The size of the averages of strongly mixing random variables
- Large deviation principle for Benedicks-Carleson quadratic maps
- A strong uniform time for random transpositions
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