Nonconventional Large Deviations Theorems

Abstract

We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.

References in corpus (1)

• Nonconventional limit theorems in discrete and continuous time via martingales

Cited by in corpus (5)

• Tails of Polynomials of Random Variables and Stable Limits for Nonconventional Sums
• Functional Erdös-Rényi law of large numbers for nonconventional sums under weak dependence
• Almost sure convergence of the multiple ergodic average for certain weakly mixing systems
• Berry-Esseen type estimates for nonconventional sums
• Thermodynamic formalism and large deviations for multiplication-invariant potentials on lattice spin systems