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2014 Moment bounds and concentration inequalities for slowly mixing dynamical systems
Sébastien Gouëzel, Ian Melbourne
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Electron. J. Probab. 19: 1-30 (2014). DOI: 10.1214/EJP.v19-3427

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 $(n\log n)^{1/2}$.

Citation

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Sébastien Gouëzel. Ian Melbourne. "Moment bounds and concentration inequalities for slowly mixing dynamical systems." Electron. J. Probab. 19 1 - 30, 2014. https://doi.org/10.1214/EJP.v19-3427

Information

Accepted: 3 October 2014; Published: 2014
First available in Project Euclid: 4 June 2016

zbMATH: 1351.37041
MathSciNet: MR3272326
Digital Object Identifier: 10.1214/EJP.v19-3427

Subjects:
Primary: 37A25
Secondary: 37A50, 60F15

JOURNAL ARTICLE
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Vol.19 • 2014
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