Nonconventional moderate deviations theorems and exponential concentration inequalities

DOI10.1214/19-AIHP967zbMath1434.60090arXiv1805.00849WikidataQ115517749 ScholiaQ115517749MaRDI QIDQ2179244

Yeor Hafouta

Publication date: 12 May 2020

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.00849

zbMATH Keywords

central limit theoremlarge deviationsmixingmoderate deviationsmartingale approximationnonconventional setupBerry-Esseen theoremexponential concentration inequalitiesmethod of cumulants

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Ergodicity, mixing, rates of mixing (37A25) Large deviations (60F10) Uniformly hyperbolic systems (expanding, Anosov, Axiom A, etc.) (37D20) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25)

Related Items (7)

On the asymptotic moments and Edgeworth expansions for some processes in random dynamical environment ⋮ A local limit theorem for a number of multiple recurrences generated by some mixing processes with applications to Young towers ⋮ Large deviations, moment estimates and almost sure invariance principles for skew products with mixing base maps and expanding-on-average fibers ⋮ Convergence rates in the functional CLT for \(\alpha\)-mixing triangular arrays ⋮ Limit theorems for some time-dependent expanding dynamical systems ⋮ Limit theorems for some skew products with mixing base maps ⋮ A functional CLT for nonconventional polynomial arrays

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