Higher order asymptotics for large deviations. I
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Publication:4999982
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 apply our results to show that Diophantine iid sequences, finite state Markov chains, strongly ergodic Markov chains and Birkhoff sums of smooth expanding maps & subshifts of finite type satisfy these strong large deviation results.
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Cited in
(9)- Expansions in the local and the central limit theorems for dynamical systems
- Higher order asymptotics for large deviations. II
- A strong large deviation theorem
- Edgeworth expansions for weakly dependent random variables
- Fourier approximation of the statistical properties of Anosov maps on tori
- Large deviations for Markov jump processes in periodic and locally periodic environments
- A HIGHER ORDER LARGE-DEVIATION APPROXIMATION FOR THE DISCRETE DISTRIBUTIONS
- Edgeworth expansions in operator form
- Edgeworth expansions for independent bounded integer valued random variables
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