Higher order asymptotics for large deviations - Part i

Journal Article (Journal Article)

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 show that the results are applicable to Diophantine iid sequences, finite state Markov chains, strongly ergodic Markov chains and Birkhoff sums of smooth expanding maps & subshifts of finite type.

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Open Access Copy from Duke

Duke Authors

Hebbar, Pratima

Cited Authors

Fernando, K; Hebbar, P

Published Date

January 1, 2021

Published In

Asymptotic Analysis

Volume / Issue

121 / 3-4

Start / End Page

219 - 257

Electronic International Standard Serial Number (EISSN)

1875-8576

International Standard Serial Number (ISSN)

0921-7134

Digital Object Identifier (DOI)

10.3233/ASY-201602

Citation Source

Scopus

Scholars@Duke