Linear response and moderate deviations: hierarchical approach. I

2016/12/26 by Tsirelson, Boris
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1612.08396

Abstract

This is basically a polished presentation for Sections 1,2 of arXiv:0801.1050. The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and scantily understood for random fields. Here it is established for a new class of random processes. The approach is promising also for random fields.

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