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http://bura.brunel.ac.uk/handle/2438/27866| Title: | Higher order asymptotics for large deviations – Part I |
| Authors: | Fernando, K Hebbar, P |
| Keywords: | large deviations;asymptotic expansions;weak dependence;Markov chains;expanding maps;subshifts of finite type |
| Issue Date: | 3-Feb-2021 |
| Publisher: | IOS Press |
| Citation: | Fernando, K. and Hebbar, P. (2021) 'Higher order asymptotics for large deviations – Part I', Asymptotic Analysis, 121 (3-4), pp. 219 - 257. doi: 10.3233/ASY-201602. |
| Abstract: | For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong large deviation results, are in the spirit of Edgeworth Expansions for the Central Limit Theorem. We show that the results are applicable to Diophantine iid sequences, finite state Markov chains, strongly ergodic Markov chains and Birkhoff sums of smooth expanding maps & subshifts of finite type. |
| Description: | The file archived on this institutional repository is a preprint available online at https://arxiv.org/abs/1811.06793. It has not been certified by peer review. Please consult the version of record available published by IOS Press at https://doi.org/10.3233/ASY-201602 . |
| URI: | https://bura.brunel.ac.uk/handle/2438/27866 |
| DOI: | https://doi.org/10.3233/ASY-201602 |
| ISSN: | 0921-7134 |
| Appears in Collections: | Dept of Mathematics Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Preprint.pdf | Copyright © 2021 IOS Press and the authors. All rights reserved. The file archived on this institutional repository is a preprint available online at https://arxiv.org/abs/1811.06793. It has not been certified by peer review. Please consult the version of record available published by IOS Press at https://doi.org/10.3233/ASY-201602 (see: https://www.iospress.com/article-sharing-policy). | 608.39 kB | Adobe PDF | View/Open |
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