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Large deviations for a class of recursive algorithms

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  • Zajic, Tim

Abstract

The large deviation principle is shown to hold for a class of stochastic recursive algorithms based on a sequence of random variables satisfying an appropriate mixing condition.

Suggested Citation

  • Zajic, Tim, 1996. "Large deviations for a class of recursive algorithms," Statistics & Probability Letters, Elsevier, vol. 26(2), pages 135-140, February.
    • Handle: RePEc:eee:stapro:v:26:y:1996:i:2:p:135-140
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    References listed on IDEAS

    as
    1. Bryc, Wlodzimierz, 1992. "On large deviations for uniformly strong mixing sequences," Stochastic Processes and their Applications, Elsevier, vol. 41(2), pages 191-202, June.
    2. Dembo, Amir & Zajic, Tim, 1995. "Large deviations: From empirical mean and measure to partial sums process," Stochastic Processes and their Applications, Elsevier, vol. 57(2), pages 191-224, June.
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