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

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Generalization of the fundamental theorem on sub-additive functions

  • J. M. Hammersley
  • Proc. Cambridge Philos. Soc
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