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