Moment bounds and concentration inequalities for slowly mixing dynamical systems
Dynamical Systems
2017-09-01 v2
Abstract
We obtain optimal moment bounds for Birkhoff sums, and optimal concentration inequalities, for a large class of slowly mixing dynamical systems, including those that admit anomalous diffusion in the form of a stable law or a central limit theorem with nonstandard scaling .
Keywords
Cite
@article{arxiv.1404.0645,
title = {Moment bounds and concentration inequalities for slowly mixing dynamical systems},
author = {Sébastien Gouëzel and Ian Melbourne},
journal= {arXiv preprint arXiv:1404.0645},
year = {2017}
}