On large deviations for uniformly strong mixing sequences
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Publication:1198593
DOI10.1016/0304-4149(92)90120-FzbMATH Open0756.60027MaRDI QIDQ1198593FDOQ1198593
Authors: Włodek Bryc 
Publication date: 16 January 1993
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
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large deviation principleempirical measuresstationary sequenceconvex lower semicontinuous functionuniform strong mixing
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Cited In (30)
- Every ``lower psi-mixing Markov chain is ``interlaced rho-mixing
- PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
- On the convergence of averages of mixing sequences
- An addendum to ``A limitation of Markov representation for stationary processes
- Large deviation principle for Benedicks-Carleson quadratic maps
- Large deviations: From empirical mean and measure to partial sums process
- On the local limit theorems for psi-mixing Markov chains
- Convergence conditions for the observed mean method in stochastic programming
- Large deviations for exchangeable random vectors
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- A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy
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- The size of the averages of strongly mixing random variables
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- Large deviations for a class of recursive algorithms
- Random continued fractions: Lévy constant and Chernoff-type estimate
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- Moderate deviations for martingales and mixing random processes
- Erdős-Rényi law of large numbers in the averaging setup
- Large deviations for one-dimensional random walks on discrete point processes
- Large deviations and strong mixing
- Large deviation theory for a homogenized and ``corrected elliptic ODE
- Large deviations for stationary \(\Phi\)-mixing sequences in \(\tau\)-topology
- Moderate deviations for martingale differences and applications to φ -mixing sequences
- Strong approximation for mixing sequences with infinite variance
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- Large deviations for the empirical mean of associated random variables
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- Large deviation principles for stationary NA sequences
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