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arXiv · 1911.06778

Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition

A. Logachev·A. Mogulskii·A. Yambartsev
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Abstract

Here we obtain the exact asymptotics for large and moderate deviations, strong law of large numbers and central limit theorem for chains with unbounded variable length memory.

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A. Logachev, A. Mogulskii, A. Yambartsev. 2019-11-15. Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition. https://arxiv.org/abs/1911.06778

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