The large deviation principle for hypermixing processes
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A large deviation principle of Donsker and Varadhan-type is proved under certain hypotheses on the base stationary process. Some examples of processes satisfying these hypotheses are also given.
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Cited in
(9)- On large deviations for uniformly strong mixing sequences
- The principle of large deviations for almost everywhere central limit theorem
- 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
- Entropic repulsion of the lattice free field
- On large deviations of empirical measures for stationary Gaussian processes
- Large deviations and Wschebor's theorems
- A large deviation principle and an expression of the rate function for a discrete stationary Gaussian process
- Asymptotic description of stochastic neural networks. II: Characterization of the limit law
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