The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off


  1. A. De Acosta (1985). Upper bounds for large deviations of dependent random vectors, Z. Wahrscheinlichkeitstheorie 69, 551-565, Math. Review 87f:60036
  2. A. De Acosta (1988). Large deviations for vector-valued functionnals of a Markov chain: lower bounds, Ann. Prob. 16, 925-960, Math. Review 89i:60060
  3. A. De Acosta (1990). Large deviations for empirical measures of Markov chains, J. Theoretical Prob. 3, 395-431, Math. Review 91j:60051
  4. A. De Acosta and P. Ney (1998). Large deviations lower bounds for arbitrary additive functionnals of a Markov chain, Ann. Prob. 26, 1660-1682, Math. Review 2000a:60039
  5. J.G. Attali (1999). 1. M'ethodes de stabilitÈ pour des chaÓnes de Markov non fellÈriennes, 2. Sur quelques autres problËmes issus des rÈseaux de neurones, thËse, UniversitÈ Paris 1 ,
  6. R. Bahadur and S. Zabell (1979). Large deviations for the sample mean in general vector spaces, Ann. Prob. 7, 587-621, Math. Review 80i:60031
  7. J.R. Baxter, N.C. Jain and S.R.S. Varadhan (1991). Some familiar examples for which the large deviation principle does not hold, Commun. Pure Appl. Math. 911-923, Math. Review 93d:60038
  8. B. Bercu F. Gamboa and A. Rouault (1997). Large deviations for quadratic forms of stationary Gaussian processes, Stoch. Proc. and their Appl. 71, 75-90, Math. Review 97c:60072
  9. W. Bryc and A. Dembo (1997). Large deviations for quadratic functionals of Gaussian processes, J. of Theoretical Prob. 10, 307-322, Math. Review 98g:60056
  10. A. Dembo and Q.M. Shao (1998). Self-normalized large deviations and LILs, Stoch. processes and their applications. 75, 51-65, Math. Review 99i:60053
  11. A. Dembo and Q.M. Shao (1998). Self-normalized large deviations in vector spaces, Progress in probability proceeding Oberwolfach 43, 27-32, Math. Review 99j:60036
  12. A. Dembo and O. Zeitouni (1998). Large deviations techniques and applications, Springer , Math. Review 99d:60030
  13. I.H. Dinwoodie (1993). Identifying a large deviations rate function, Ann. Prob. 23, 216-231, Math. Review 94a:60037
  14. I.H. Dinwoodie and S.L. Zabell (1992). Large deviations for exchangeable random vectors, Ann. Prob. 3, 1147-1166, Math. Review 93g:60059
  15. M.D. Donsker and S.R.S. Varadhan (1975). Asymptotic evaluation of certain Markov process expectations for large time I, Commun. Pure Appl. Math. 28, 1-47, Math. Review 52:6883
  16. M.D. Donsker and S.R.S. Varadhan (1976). Asymptotic evaluation of certain Markov process expectations for large time III, Commun. Pure Appl. Math. 29, 389-461, Math. Review 55:1492
  17. M. Duflo (1997). Random Iterative Models, Springer , Math. Review 98m:62239
  18. P. Dupuis and R.S. Ellis (1997). A weak convergence approach to the theory of large deviations, Wiley , Math. Review 1 431 744.
  19. X.He and Q.M Shao (1996). Bahadur efficiency and robustness of Studentized score tests, Ann. inst. Statist. Math. 48, 295-314, Math. Review 97m:62016
  20. N.C. Jain (1990). Large deviation lower bounds for additive functionals of Markov processes: discrete time, non compact case, Ann. probability 18, 1071-1098, Math. Review 91g:60037
  21. R.S. Liptser O.V. Gulinskii S.V. Lototskii (1994). Large deviations for unbounded additive functionnals of a Markov process with discrete time (non compact case), J. Appl. Math. Stoch. Anal. 7 (3), 423-436, Math. Review 96e:60045
  22. P.Ney and E.Nummelin (1987). Markov aditive processes(ii): Large deviations, Ann. Prob. 15, 593-609, Math. Review 88h:60057
  23. Q.M. Shao (1997). Self normalized large deviations, Ann. Prob. 25, 225-328, Math. Review 98b:60056
  24. J.Worms (1999). Moderate large deviations for stable Markov chains and regression models, Electronic journal of Probability. 4, 1-28, Math. Review 2000b:60073
  25. J.Worms (2000). Principes de grandes dÈviations modÈrÈs pour des martingales et applications statistiques, thËse, UniversitÈ de Marne-la-VallÈe, France ,

Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.