Deviation and concentration inequalities for dynamical systems with subexponential decay of correlation
Probability
2022-01-26 v1 Dynamical Systems
Abstract
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.
Cite
@article{arxiv.2201.10144,
title = {Deviation and concentration inequalities for dynamical systems with subexponential decay of correlation},
author = {C Cuny and J Dedecker and F Merlevède},
journal= {arXiv preprint arXiv:2201.10144},
year = {2022}
}