Deviation and concentration inequalities for dynamical systems with subexponential decay of correlation - Archive ouverte HAL
Article Dans Une Revue Stochastics and Dynamics Année : 2023

Deviation and concentration inequalities for dynamical systems with subexponential decay of correlation

Résumé

We obtain large and moderate deviation estimates, as well as concentration inequalities, for a class of nonuniformly expanding maps with stretched exponential decay of correlations. In the large deviation regime, we also exhibit examples showing that the obtained upper bounds are essentially optimal.
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Dates et versions

hal-03540444 , version 1 (24-01-2022)

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Christophe Cuny, Jérôme Dedecker, Florence Merlevède. Deviation and concentration inequalities for dynamical systems with subexponential decay of correlation. Stochastics and Dynamics, 2023, ⟨10.1142/S0219493723500259⟩. ⟨hal-03540444⟩
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