Moderate deviations of dependent random variables related to CLT

DOI10.1214/AOP/1176988393zbMATH Open0828.60017OpenAlexW2068309122MaRDI QIDQ1897191FDOQ1897191

Authors: Liming Wu 

Publication date: 12 December 1995

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988393

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zbMATH Keywords

central limit theoremMarkov processmoderate deviationGibbs measurelaw of iterated logarithmanalytic perturbationFKG inequalitiesLee-Yang theoremGHS inequalities

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Continuous-time Markov processes on general state spaces (60J25)

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• Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes
• Moderate deviation principles for unbounded additive functionals of distribution dependent SDEs
• Transport-information inequalities for Markov chains
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• Moderate deviation principle for the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity
• Wasserstein convergence for empirical measures of subordinated diffusions on Riemannian manifolds
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