Moderate deviations of functional of Markov Processes

This paper presents recent developments on the principle of moderate deviations for some classes of dependent random variables.

Bibliographic Details
Main Authors: Valère Bitseki Penda S., Djellout Hacène, Dumaz Laure, Merlevède Florence, Proïa Frédéric
Format: Article
Language:English
Published: EDP Sciences 2014-01-01
Series:ESAIM: Proceedings and Surveys
Online Access:http://dx.doi.org/10.1051/proc/201444014
Description
Summary:This paper presents recent developments on the principle of moderate deviations for some classes of dependent random variables.
ISSN:1270-900X