Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations

被引：3
|
作者：
Cuny, Christophe [1 ]
Dedecker, Jerome [2 ]
Merlevede, Florence [3 ]
机构：
[1] Univ Brest, LMBA, CNRS, UMR 6205, 6 Ave Victor Le Gorgeu, F-29238 Brest, France
[2] Univ Paris Cite, CNRS, MAP5, UMR 8145, 45 rue St Peres, F-75006 Paris, France
[3] Univ Gustave Eiffel, Univ Paris Est Creteil, LAMA, CNRS,UMR 8050, F-77454 Marne La Vallee, France
来源：
STOCHASTICS AND DYNAMICS | 2023年 / 23卷 / 03期
关键词：
Large deviations; moderate deviations; nonuniformly expanding maps; Young towers; RECURRENCE TIMES; MAXIMA; RATES; SUMS;
D O I：
10.1142/S0219493723500259
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We obtain large and moderate deviation estimates, as well as concentration inequalities, for a class of nonuniformly expanding maps with stretched exponential decay of correlations. In the large deviation regime, we also exhibit examples showing that the obtained upper bounds are essentially optimal.
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页数：18
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