Moderate deviations for stationary sequences of bounded random variables

被引：8

作者：

Dedecker, Jerome ^{[1
]}

Merlevede, Florence ^{[2
,3
]}

Peligrad, Magda ^{[4
]}

Utev, Sergey ^{[5
]}

机构：

[1] Univ Paris 06, LSTA, F-75013 Paris, France

[2] Univ Paris Est Marne la Vallee, LAMA, F-77454 Marne La Vallee 2, France

[3] CNRS, UMR 8050, F-77454 Marne La Vallee 2, France

[4] Univ Cincinnati, Dept Math Sci, Cincinnati, OH 45221 USA

[5] Univ Nottingham, Sch Math Sci, Nottingham NG7 2RD, England

来源：

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2009年 / 45卷 / 02期

关键词：

Moderate deviations; Martingale approximation; Stationary processes; CENTRAL-LIMIT-THEOREM; MARKOV-CHAINS; MARTINGALES; INEQUALITY;

D O I：

10.1214/08-AIHP169

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of phi-mixing sequences, contracting Markov chains, expanding maps of the interval, and symmetric random walks on the circle are given.

引用

页码：453 / 476

页数：24

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[3]

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[4]

Broise A, 1996, ASTERISQUE, P1