Moderate deviations for stationary sequences of bounded random variables

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dc.creatorDedecker, Jérôme
dc.creatorMerlevède, Florence
dc.creatorPeligrad, Magda
dc.creatorUtev, Sergey
dc.date2007-11-25
dc.date.accessioned2026-07-07T08:44:54Z
dc.date.available2026-07-07T08:44:54Z
dc.descriptionIn this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of $ϕ$-mixing sequences, contracting Markov chains, expanding maps of the interval, and symmetric random walks on the circle are given.
dc.identifierhttps://arxiv.org/abs/0711.3924
dc.identifierhttp://arxiv.org/abs/0711.3924
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/142819
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60F10, 60G10
dc.titleModerate deviations for stationary sequences of bounded random variables
dc.typetext

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