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Moment bounds and concentration inequalities for slowly mixing dynamical systems


 
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1. Title Title of document Moment bounds and concentration inequalities for slowly mixing dynamical systems
 
2. Creator Author's name, affiliation, country Sébastien Gouëzel; Université Rennes 1; France
 
2. Creator Author's name, affiliation, country Ian Melbourne; University of Warwick; United Kingdom
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) moment bounds ; concentration ; dynamical systems ; martingales ; intermittent maps
 
3. Subject Subject classification 37A25 ; 37A50 ; 60F15
 
4. Description 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 $(n\log n)^{1/2}$.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) ERC AdG 320977
 
7. Date (YYYY-MM-DD) 2014-10-03
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/3427
 
10. Identifier Digital Object Identifier 10.1214/EJP.v19-3427
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 19
 
12. Language English=en en
 
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