Moderate deviations for stationary sequences of bounded random variables

Jérôme Dedecker, Florence Merlevède, Magda Peligrad, Sergey Utev

Published 2007-11-25Version 1

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.