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Large deviations for the empirical mean of associated random variables. (English) Zbl 1151.60013
Let $$(X_n)_{n\geq1}$$ be a strictly stationary sequence of associated random variables which are uniformly bounded. Under the assumption of an hyper-geometric decay of $$\sum_{j=n}^\infty\text{Cov}(X_1,X_j)$$ and a boundedness assumption on the densities of the sample means $$\overline{X}_n=n^{-1}\sum_{i=1}^nX_i$$ it is shown that the sequence $$(\overline{X}_n)_{n\geq1}$$ satisfies the large deviation principle.

##### MSC:
 60F10 Large deviations 60G15 Gaussian processes
##### Keywords:
large deviations; association; stationarity
Full Text:
##### References:
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