@article{AIHPB_1996__32_4_549_0,
author = {Bryc, W{\l}odzimierz and Dembo, Amir},
title = {Large deviations and strong mixing},
journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
pages = {549--569},
year = {1996},
publisher = {Gauthier-Villars},
volume = {32},
number = {4},
zbl = {0863.60028},
language = {en},
url = {https://www.numdam.org/item/AIHPB_1996__32_4_549_0/}
}
TY - JOUR AU - Bryc, Włodzimierz AU - Dembo, Amir TI - Large deviations and strong mixing JO - Annales de l'I.H.P. Probabilités et statistiques PY - 1996 SP - 549 EP - 569 VL - 32 IS - 4 PB - Gauthier-Villars UR - https://www.numdam.org/item/AIHPB_1996__32_4_549_0/ LA - en ID - AIHPB_1996__32_4_549_0 ER -
Bryc, Włodzimierz; Dembo, Amir. Large deviations and strong mixing. Annales de l'I.H.P. Probabilités et statistiques, Tome 32 (1996) no. 4, pp. 549-569. https://www.numdam.org/item/AIHPB_1996__32_4_549_0/
[1] , and , Some familiar examples for which the large deviation principle does not hold, Commun. Pure Appl. Math., Vol. 34, 1991, pp. 911-923. | Zbl | MR
[2] and , On the maximum entropy principle for uniformly ergodic Markov chains, Stochastic Processes Appl., Vol. 33, 1989, pp. 1-27. | Zbl | MR
[3] , Basic properties of strong mixing conditions. In E. EBERLEIN and M. TAQQU, eds., Dependence in Probability and Statistics, Birkhäuser, Basel, Switzerland, 1986, pp. 165-192. | Zbl | MR
[4] , and , On dominations between measures of dependence, J. Multivar. Anal., Vol. 23, 1987, pp. 312-329. | Zbl | MR
[5] and , Invariance principles under a two-part mixing assumption, Stochastic Processes Appl., Vol. 22, 1986, pp. 271-289. | Zbl | MR
[6] , On large deviations for uniformly strong mixing sequences, Stochastic Processes Appl., Vol. 41, 1992, pp. 191-202. | Zbl | MR
[7] and , On the convergence of averages of mixing sequences, J. Theor. Probab., Vol. 6, 1993, pp. 473-483. | Zbl | MR
[8] and , The large deviation principle for hypermixing processes, Probab. Theory Relat. Fields, Vol. 78, 1988, pp. 627-649. | Zbl | MR
[9] and , Large deviations from the McKean-Vlasov limit for weakly interacting diffusions, Stochastics, Vol. 20, 1987, pp. 247-308. | Zbl | MR
[10] , Large deviations for empirical measures of Markov chains, J. Theor. Probab., Vol. 3, 1990, pp. 395-431. | Zbl | MR
[11] , On large deviations of empirical measures in τ topology, special issue of Journal of Applied Probability in honor of L. TAKACS, Vol. 31A, 1994, pp. 41-47. | Zbl | MR
[12] and , Techniques and Applications, Jones and Bartlett, Boston, MA, 1993. | Zbl | MR
[13] and , Large Deviations, Academic Press, Boston, MA, 1989. | Zbl | MR
[14] , Identifying a large deviation rate function, Ann. Probab., Vol. 21, 1993, pp. 216-231. | Zbl | MR
[15] and , Large deviations for exchangeable random vectors, Ann. Probab., Vol. 20, 1992, pp. 1147-1166. | Zbl | MR
[16] and , Asymptotic evaluation of certain Markov process expectations for large time, I, Commun. Pure Appl. Math., Vol. 28, 1975, pp. 1-47. | Zbl | MR
[17] and , Asymptotic evaluation of certain Markov process expectations for large time, III. Commun. Pure Appl. Math., Vol. 29, 1976, pp. 389-461. | Zbl | MR
[18] , Stochastic Processes, Wiley, New York, NY, 1953. | Zbl | MR
[19] , Generalization of the fundamental theorem on subadditive functions, Math. Proc. Camb. Philos. Soc., Vol. 58, 1962, pp. 235-238. | Zbl | MR
[20] , Large deviation lower bounds for additive functionals of Markov processes, Ann. Probab., Vol. 18, 1990, pp. 1071-1098. | Zbl | MR
[21] and , Markov additive processes II: large deviations, Ann. Probab., Vol. 15, 1987, pp. 593-609. | Zbl | MR
[22] , Large deviations for stationary φ-mixing sequences in r-topology, preprint 1993.
[23] , General irreducible Markov chains and non-negative operators, Cambridge Tracts in Mathematics, Vol. 83, Cambridge University Press, 1984. | Zbl | MR
[24] , Large deviations for functionals of stationary processes, Probab. Theory Relat. Fields, Vol. 86, 1990, pp. 387-401. | Zbl | MR
[25] , Sequences of capacities, with connections to large-deviation theory, J. Theoretical Probab., Vol. 8, 1995. | Zbl
[26] , , Structure and Asymptotic Behavior, Springer-Verlag, Berlin, 1971. | Zbl | MR






