
Summary: This paper presents recent developments on the principle of moderate deviations for some classes of dependent random variables.
[MATH.MATH-PR] Mathematics [math]/Probability [math.PR], Markov processes, true self-repelling motion, Martingale approximations, moderate deviations, least squares estimator, Linear process, Moderate deviations, Limit theorems in probability theory, Large deviations, Bifurcating Markov Chains, Discrete-time Markov processes on general state spaces, stationary processes, Durbin-Watson statistic, autoregressive process, strong mixing sequences
[MATH.MATH-PR] Mathematics [math]/Probability [math.PR], Markov processes, true self-repelling motion, Martingale approximations, moderate deviations, least squares estimator, Linear process, Moderate deviations, Limit theorems in probability theory, Large deviations, Bifurcating Markov Chains, Discrete-time Markov processes on general state spaces, stationary processes, Durbin-Watson statistic, autoregressive process, strong mixing sequences
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