Large Deviations and Strong Mixing

نویسنده

  • Amir Dembo
چکیده

Résumé Nous prouvons le propriétés de grandes déviations (P.G.D.) pour les mesures empiriques en τ -topologie, dans les cas de suites stationnaires sous conditions de mélange α(n) exp(−n(log n)1+δ) pour certain δ > 0, ou φ(n) exp(−n`(n)) avec `(n)→∞. Les examples de châınes de Markov récurrentes au sense de Doeblin montrent que ces conditions ne permettrent pas de amélioration substantielle, et que l’existence même du P.G.D. dépend du choix de la mesure initiale.

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تاریخ انتشار 1993