Stable large deviations for deterministic dynamical systems

arXiv (Cornell University)

Abstract

We obtain large deviations for a class of dependent random variables in the domain of attraction of an $α$-stable law, $α\in (0, 1)\cup (1, 2]$. This class includes ergodic sums of observables in the domain of attraction of an $α$-stable law driven by Gibbs-Markov maps.

Authors 2

1. Jonny Imbierski Aachen Mathematisch Instituut

   Leiden University

   Affiliation as printed

   Mathematisch Instituut , University of Leiden , Niels Bohrweg 1 , 2333 CA Leiden , Netherlands

2. Dalia Terhesiu Aachen Mathematisch Instituut

   Leiden University

   Affiliation as printed

   Mathematisch Instituut , University of Leiden , Niels Bohrweg 1 , 2333 CA Leiden , Netherlands