Large deviations for correlated random variables described by a matrix product ansatz

DOI10.1088/1742-5468/2014/02/P02003zbMath1456.60062arXiv1310.6952MaRDI QIDQ3301865

Eric Bertin, Patrice Abry, Hugo Touchette, Florian Angeletti

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.6952

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (3)

The semi-infinite asymmetric exclusion process: large deviations via matrix products ⋮ General limit distributions for sums of random variables with a matrix product representation ⋮ Large deviations in renewal models of statistical mechanics

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