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Higher order asymptotics for large deviations -- Part I

dc.contributor.author Fernando, K
dc.contributor.author Hebbar, P
dc.date.accessioned 2019-09-18T13:57:15Z
dc.date.available 2019-09-18T13:57:15Z
dc.identifier.uri https://hdl.handle.net/10161/19320
dc.description.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.
dc.publisher IOS Press
dc.subject math.PR
dc.subject math.PR
dc.subject math.DS
dc.subject 60F10, 60J60, 37A50
dc.title Higher order asymptotics for large deviations -- Part I
dc.type Journal article
duke.contributor.id Hebbar, P|0973898
dc.date.updated 2019-09-18T13:57:15Z
pubs.organisational-group Trinity College of Arts & Sciences
pubs.organisational-group Duke
pubs.organisational-group Mathematics
duke.contributor.orcid Hebbar, P|0000-0002-4938-7264


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