Large deviation theorems at the Donsker-Varadhan level-three type are established for certain classes of stationary processes. Proceeding from more general to more specific assumptions allows us to describe the rate function more explicitly.
Publié le : 1988-10-14
Classification:
Large deviations,
stationary processes,
Gibbs measures,
60F10,
60G10
@article{1176991579,
author = {Orey, Steven and Pelikan, Stephan},
title = {Large Deviation Principles for Stationary Processes},
journal = {Ann. Probab.},
volume = {16},
number = {4},
year = {1988},
pages = { 1481-1495},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991579}
}
Orey, Steven; Pelikan, Stephan. Large Deviation Principles for Stationary Processes. Ann. Probab., Tome 16 (1988) no. 4, pp. 1481-1495. http://gdmltest.u-ga.fr/item/1176991579/