The large deviation principle for hypermixing processes

DOI10.1007/BF00353880MaRDI QIDQ1096958zbMATH OpenFDO

Authors Taizo Chiyonobu, Shigeo Kusuoka

Publication date 1988

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

large deviation principlestationary processhypermixing processes

Mathematics Subject Classification ID

Large deviations (60F10) Stationary stochastic processes (60G10)

Cites work

• scientific article; zbMATH DE number 3905555 (Why is no real title available?)
• scientific article; zbMATH DE number 3244325 (Why is no real title available?)
• A limit theorem for turbulent diffusion
• An introduction to the theory of large deviations
• Asymptotic evaluation of certain markov process expectations for large time. IV
• Large deviations for almost Markovian processes
• Large deviations for stationary Gaussian processes
• The free Markoff field

Cited in

(9)

• Large deviations: From empirical mean and measure to partial sums process
• Asymptotic description of stochastic neural networks. II: Characterization of the limit law
• A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy
• A large deviation principle and an expression of the rate function for a discrete stationary Gaussian process
• Entropic repulsion of the lattice free field
• On large deviations for uniformly strong mixing sequences
• On large deviations of empirical measures for stationary Gaussian processes
• Large deviations and Wschebor's theorems
• The principle of large deviations for almost everywhere central limit theorem

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