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arXiv · 0711.3924

Moderate deviations for stationary sequences of bounded random variables

Jérôme Dedecker·Florence Merlevède·Magda Peligrad·Sergey Utev
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Abstract

In this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of $ϕ$-mixing sequences, contracting Markov chains, expanding maps of the interval, and symmetric random walks on the circle are given.

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Jérôme Dedecker, Florence Merlevède, Magda Peligrad, Sergey Utev. 2007-11-25. Moderate deviations for stationary sequences of bounded random variables. https://arxiv.org/abs/0711.3924

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