Stochastic Sub-additivity Approach to the Conditional Large Deviation Principle

@inproceedings{Chi2001StochasticSA,
title={Stochastic Sub-additivity Approach to the Conditional Large Deviation Principle},
author={Zhiyi Chi},
year={2001}
}

University of Chicago Given two Polish spaces AX and AY, let ρ AX × AY → d be a bounded measurable function. Let X = Xn n ≥ 1 and Y = Yn n ≥ 1 be two independent stationary processes on AX and A ∞ Y , respectively. The article studies the large deviation principle (LDP) for n−1 ∑n k=1 ρ Xk Yk , conditional on X. Based on a stochastic version of approximate subadditivity, it is shown that if Y satisfies certain mixing condition, then for almost all random realization x of X, the laws of n−1 ∑n k… CONTINUE READING