Moderate deviations for stationary sequences of bounded random variables
Abstract
In 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.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.