Moderate deviations for stationary sequences of bounded random variables
Probability
2007-11-27 v1 Statistics Theory
Statistics Theory
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 -mixing sequences, contracting Markov chains, expanding maps of the interval, and symmetric random walks on the circle are given.
Cite
@article{arxiv.0711.3924,
title = {Moderate deviations for stationary sequences of bounded random variables},
author = {Jérôme Dedecker and Florence Merlevède and Magda Peligrad and Sergey Utev},
journal= {arXiv preprint arXiv:0711.3924},
year = {2007}
}