Stable large deviations for deterministic dynamical systems

Author(s):
Imbierski, J.F.; Terhesiu, D.E.
Published
2024
Publication type
Article / Letter to editor

Abstract

We obtain large deviations for a class of non-square integrable dependent random vari-

ables in the domain of attraction of an α-stable law, α ∈ (0, 1)∪(1, 2]. This class includes

ergodic sums of observables in the domain of attraction of an α-stable law driven by

Gibbs–Markov maps.

Large deviationsStable lawDependent processes
Date issued
2024-06-12
Language
English
Is part of
Stochastics and Dynamics (2024), No. 04, 24500023
hdl
1887/4196573
doi
10.1142/S0219493724500230