Moment bounds and concentration inequalities for slowly mixing dynamical systems

Electron.J. Probab. 19 (2014) 1-30.

Sébastien Gouëzel and Ian Melbourne


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.


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