Large deviations under power mixing
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 4, pp. 878-881
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The paper introduces mixing conditions of power rates that make possible the calculation of a finite number of cumulants for a normalized sum of random variables and the derivation of Cramer-type asymptotics for probabilities of large deviations.
Keywords:
mixing conditions, large deviations.
@article{TVP_1995_40_4_a12,
author = {V. I. Bakhtin},
title = {Large deviations under power mixing},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {878--881},
year = {1995},
volume = {40},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a12/}
}
V. I. Bakhtin. Large deviations under power mixing. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 4, pp. 878-881. http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a12/