Stable large deviations for deterministic dynamical systems

2022/09/12 by Imbierski, Jonny, Terhesiu, Dalia · 1 citation
#Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2209.05636

Abstract

We obtain large deviations for a class of dependent random variables in the domain of attraction of an α-stable law, α∈ (0, 1)∪ (1, 2]. This class includes ergodic sums of observables in the domain of attraction of an α-stable law driven by Gibbs-Markov maps.

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• Error Rates for Large Deviations in the domain of an α=1 stable law

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