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
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
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