Moderate deviations for stationary sequences of bounded random variables

Details Moderate deviations for stationary sequences of bounded random variables Moderate deviations for stationary sequences of bounded random variables

2007-11-25

arxiv.org/abs/0711.3924v1

Mathematics

Probability

Scientific paper

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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