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Stable large deviations for deterministic dynamical systems.

Authors :
Imbierski, Jonny
Terhesiu, Dalia
Source :
Stochastics & Dynamics. Jun2024, Vol. 24 Issue 4, p1-42. 42p.
Publication Year :
2024

Abstract

We obtain large deviations for a class of non-square integrable 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. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
*DYNAMICAL systems
*DEPENDENT variables

Details

Language :
English
ISSN :
02194937
Volume :
24
Issue :
4
Database :
Academic Search Index
Journal :
Stochastics & Dynamics
Publication Type :
Academic Journal
Accession number :
180041593
Full Text :
https://doi.org/10.1142/S0219493724500230
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