Moderate deviations for stationary sequences of bounded random variables

被引：7
|
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.
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页码：453 / 476
页数：24
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