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.