Higher order asymptotics for large deviations. I

DOI10.3233/ASY-201602zbMATH Open1475.60057arXiv1811.06793MaRDI QIDQ4999982FDOQ4999982

Authors: Kasun Fernando, Pratima Hebbar 

Publication date: 5 July 2021

Published in: Asymptotic Analysis (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1811.06793

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zbMATH Keywords

weak dependenceasymptotic expansionslarge deviationsMarkov chainsexpanding mapssubshifts of finite type

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited In (9)

• Fourier approximation of the statistical properties of Anosov maps on tori
• Higher order asymptotics for large deviations. II
• A HIGHER ORDER LARGE-DEVIATION APPROXIMATION FOR THE DISCRETE DISTRIBUTIONS
• Edgeworth expansions in operator form
• Edgeworth expansions for weakly dependent random variables
• Large deviations for Markov jump processes in periodic and locally periodic environments
• Edgeworth expansions for independent bounded integer valued random variables
• A strong large deviation theorem
• Expansions in the local and the central limit theorems for dynamical systems

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