Displaying similar documents to “On the functional central limit theorem for stationary processes”

Moderate deviations for stationary sequences of bounded random variables

Jérôme Dedecker, Florence Merlevède, Magda Peligrad, Sergey Utev (2009)

Annales de l'I.H.P. Probabilités et statistiques

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