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Large deviations for functionals of stationary processes |
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| Authors: | Esa Nummelin |
| Institution: | (1) Department of Mathematics, University of Helsinki, Hallituskatu 15, SF-00100 Helsinki 10, Finland |
| Abstract: | 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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