Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition
Probability
2019-11-18 v1
Abstract
Here we obtain the exact asymptotics for large and moderate deviations, strong law of large numbers and central limit theorem for chains with unbounded variable length memory.
Cite
@article{arxiv.1911.06778,
title = {Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition},
author = {A. Logachev and A. Mogulskii and A. Yambartsev},
journal= {arXiv preprint arXiv:1911.06778},
year = {2019}
}