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Moment bounds and concentration inequalities for slowly mixing dynamical systems

   
@article{EJP3427,
	author = {Sébastien Gouëzel and Ian Melbourne},
	title = {Moment bounds and concentration inequalities for slowly mixing dynamical systems},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {19},
	year = {2014},
	keywords = {moment bounds ; concentration ; dynamical systems ; martingales ; intermittent maps},
	abstract = {We obtain optimal moment bounds for Birkhoff sums, and optimal concentration inequalities, for a large class of slowly mixing dynamical systems, including those that admit anomalous diffusion in the form of a stable law or a central limit theorem with nonstandard scaling $(n\log n)^{1/2}$.},
	pages = {no. 92, 1-30},
	issn = {1083-6489},
	doi = {10.1214/EJP.v19-3427},    
        url = {http://ejp.ejpecp.org/article/view/3427}}