Large deviations for a class of recursive algorithms

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.

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Year of publication:	1996
Authors:	Zajic, Tim
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 26.1996, 2, p. 135-140
Publisher:	Elsevier
Keywords:	Large deviations Strong mixing Recursive algorithms

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223452