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- W2901404211 abstract "For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong large deviation results, are in the spirit of Edgeworth Expansions for the Central Limit Theorem. We show that Diophantine iid sequences, finite state Markov chains, strongly ergodic Markov chains and observations from smooth expanding maps satisfy the strong large deviation results. In addition, we obtain equivalent expansions in the case of stochastic processes, and verify their existence for additive functionals of processes generated from SDE's satisfying the Hormander condition." @default.
- W2901404211 created "2018-11-29" @default.
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- W2901404211 date "2018-11-16" @default.
- W2901404211 modified "2023-09-27" @default.
- W2901404211 title "Higher order asymptotics for Large Deviations" @default.
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