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Large deviations for functionals of stationary processes
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  • Published: September 1990

Large deviations for functionals of stationary processes

  • Esa Nummelin1 

Probability Theory and Related Fields volume 86, pages 387–401 (1990)Cite this article

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Summary

Let (S n ) be a sequence ofR d-valued random variables adapted to the internal history of a stationary sequence of random elements (X n ). We formulate conditions under which the principle of large deviations holds true for the sequence (S n ).

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Author information

Authors and Affiliations

  1. Department of Mathematics, University of Helsinki, Hallituskatu 15, SF-00100, Helsinki 10, Finland

    Esa Nummelin

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  1. Esa Nummelin
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Cite this article

Nummelin, E. Large deviations for functionals of stationary processes. Probab. Th. Rel. Fields 86, 387–401 (1990). https://doi.org/10.1007/BF01208257

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  • Received: 24 June 1988

  • Revised: 21 February 1990

  • Issue Date: September 1990

  • DOI: https://doi.org/10.1007/BF01208257

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Keywords

  • Stochastic Process
  • Stationary Process
  • Probability Theory
  • Mathematical Biology
  • Stationary Sequence
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