paper

Nonconventional Large Deviations Theorems

arXiv:1206.0156 · doi:10.1007/s00440-013-0481-4

Abstract

We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.

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Nonconventional Large Deviations Theorems · wovepaper