{
  "id": "0711.3924",
  "version": "v1",
  "published": "2007-11-25T20:34:02.000Z",
  "updated": "2007-11-25T20:34:02.000Z",
  "title": "Moderate deviations for stationary sequences of bounded random variables",
  "authors": [
    "Jérôme Dedecker",
    "Florence Merlevède",
    "Magda Peligrad",
    "Sergey Utev"
  ],
  "categories": [
    "math.PR",
    "math.ST",
    "stat.TH"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2007-11-25T20:34:02.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F10",
      "60G10"
    ],
    "keywords": [
      "bounded random variables",
      "stationary sequences",
      "symmetric random walks",
      "moderate deviation principle",
      "martingale-type conditions"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2007arXiv0711.3924D"
    }
  }
}