Moderate deviations for stationary sequences of bounded random variables
Résumé
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.
Origine : Fichiers produits par l'(les) auteur(s)
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