LARGE AND MODERATE DEVIATIONS FOR BOUNDED FUNCTIONS OF SLOWLY MIXING MARKOV CHAINS

Abstract : We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities. These inequalities can be applied in various natural situations coming from probability theory or dynamical systems. Finally, we discuss examples from these various settings showing that our inequalities are sharp.
Type de document :
Pré-publication, Document de travail
MAP5 2016-17. 2016
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https://hal.archives-ouvertes.fr/hal-01347288
Contributeur : Jérôme Dedecker <>
Soumis le : mercredi 20 juillet 2016 - 16:55:44
Dernière modification le : mercredi 1 février 2017 - 15:39:28

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Moderate-Deviations.pdf
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  • HAL Id : hal-01347288, version 1
  • ARXIV : 1607.06224

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J Dedecker, Sébastien Gouëzel, F Merlevède. LARGE AND MODERATE DEVIATIONS FOR BOUNDED FUNCTIONS OF SLOWLY MIXING MARKOV CHAINS. MAP5 2016-17. 2016. <hal-01347288>

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