# Moderate deviations for stationary sequences of bounded random variables

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 $\phi$-mixing sequences, contracting Markov chains, expanding maps of the interval, and symmetric random walks on the circle are given.
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Cited literature [23 references]

https://hal.archives-ouvertes.fr/hal-00191156
Contributor : Florence Merlevède <>
Submitted on : Sunday, November 25, 2007 - 6:13:57 PM
Last modification on : Friday, March 27, 2020 - 3:44:59 AM
Long-term archiving on: : Monday, April 12, 2010 - 4:56:22 AM

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### Identifiers

• HAL Id : hal-00191156, version 1
• ARXIV : 0711.3924

### Citation

Jérôme Dedecker, Florence Merlevède, Magda Peligrad, Sergey Utev. Moderate deviations for stationary sequences of bounded random variables. 2007. ⟨hal-00191156⟩