Moderate deviations of functional of Markov Processes
PROÏA, Frédéric
Institut de Mathématiques de Bordeaux [IMB]
Advanced Learning Evolutionary Algorithms [ALEA]
< Reduce
Institut de Mathématiques de Bordeaux [IMB]
Advanced Learning Evolutionary Algorithms [ALEA]
Language
en
Article de revue
This item was published in
ESAIM: Proceedings. 2014-01-14, vol. 44, p. p. 214
EDP Sciences
English Abstract
This paper presents recent developments on the principle of moderate deviations for some classes of dependent random variables. This paper groups the contributions of the speakers of the session dedicated to moderate ...Read more >
This paper presents recent developments on the principle of moderate deviations for some classes of dependent random variables. This paper groups the contributions of the speakers of the session dedicated to moderate deviations of functional of Markov processes organized during the Journées MAS, which took place in Clermont-Ferrand in August 2012.Read less <
English Keywords
Moderate deviations
Markov processes
Martingale approximations
stationary processes
Linear process
strong mixing sequences
Durbin-Watson statistic
autoregressive process
least squares estimator
Bifurcating Markov Chains
true self-repelling motion
Origin
Hal imported