Large deviations and strong mixing
From MaRDI portal
zbMATH Open0863.60028MaRDI QIDQ1920461FDOQ1920461
Publication date: 10 June 1997
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1996__32_4_549_0
Recommendations
Cited In (39)
- Every ``lower psi-mixing Markov chain is ``interlaced rho-mixing
- A nonstandard form of the rate function for the occupation measure of a Markov chain
- Large deviation principle for Benedicks-Carleson quadratic maps
- On a waiting-time result of Kontoyiannis: mixing or decoupling?
- Moderate deviations for linear processes generated by martingale-like random variables
- Erdős–Rényi law of large numbers in the averaging setup
- The Large Deviation Principle for the On-Off Weibull Sojourn Process
- Adjustment coefficient for risk processes in some dependent contexts
- Title not available (Why is that?)
- A moderate deviation for associated random variables
- Connections between entropic and linear projections in asset pricing estimation
- Complexity-penalized estimation of minimum volume sets for dependent data
- Connection times in large ad-hoc mobile networks
- Large deviations for a class of recursive algorithms
- Probabilities of large deviations for a queue with regenerative input flow
- Sequences of capacities, with connections to large-deviation theory
- How to estimate the rate function of a cumulative process
- Central limit theorems for conditionally strong mixing and conditionally strictly stationary sequences of random variables
- On large deviations for uniformly strong mixing sequences
- Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
- Stochastic sub-additivity approach to the conditional large deviation principle
- A Bernstein inequality for exponentially growing graphs
- Spectral theory and limit theorems for geometrically ergodic Markov processes
- Local large deviations principle for occupation measures of the stochastic damped nonlinear wave equation
- Large deviation lower bounds for arbitrary additive functionals of a Markov chain
- Title not available (Why is that?)
- Large deviations for stationary \(\Phi\)-mixing sequences in \(\tau\)-topology
- A Strong Law for the Rate of Growth of Long Latency Periods in a Cloud Computing Service
- Large deviations and Wschebor's theorems
- Large deviations for the empirical mean of associated random variables
- Strong unimodality and scale mixtures
- Recurrence times, waiting times and universal entropy production estimators
- Moderate deviations of functional of Markov Processes
- Towards a large deviation theory for strongly correlated systems
- Large deviations for additive functionals of Markov chains
- The Large Deviations of Estimating Rate Functions
- M-estimators for models with a mix of discrete and continuous parameters
- A large deviation inequality for \(\beta\)-mixing time series and its applications to the functional kernel regression model
- A Bernstein type inequality and moderate deviations for weakly dependent sequences
This page was built for publication: Large deviations and strong mixing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1920461)
