higher order asymptotics
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2020 ◽  
pp. 2150025
Author(s):  
Kasun Fernando ◽  
Pratima Hebbar

We obtain asymptotic expansions for the large deviation principle (LDP) for continuous time stochastic processes with weakly-dependent increments. As a key example, we show that additive functionals of solutions of stochastic differential equations (SDEs) satisfying Hörmander condition on a [Formula: see text]-dimensional compact manifold admit these asymptotic expansions of all orders.



2020 ◽  
pp. 1-39 ◽  
Author(s):  
Kasun Fernando ◽  
Pratima Hebbar


Psychometrika ◽  
2018 ◽  
Vol 84 (2) ◽  
pp. 484-510 ◽  
Author(s):  
Sandip Sinharay ◽  
Jens Ledet Jensen


2017 ◽  
Vol 39 (06) ◽  
pp. 1501-1530
Author(s):  
FABIAN DREHER ◽  
MARC KESSEBÖHMER

In this paper escape rates and local escape rates for special flows are studied. In a general context the first result is that the escape rate depends monotonically on the ceiling function and fulfils certain scaling, invariance and continuity properties. In the context of metric spaces local escape rates are considered. If the base transformation is ergodic and exhibits an exponential convergence in probability of ergodic sums, then the local escape rate with respect to the flow is just the local escape rate with respect to the base transformation, divided by the integral of the ceiling function. Also, a reformulation with respect to induced pressure is presented. Finally, under additional regularity conditions higher order asymptotics for the local escape rate are established.



2016 ◽  
Vol 38 (1) ◽  
pp. 34-62 ◽  
Author(s):  
HENK BRUIN ◽  
DALIA TERHESIU

For non-uniformly expanding maps inducing with a general return time to Gibbs Markov maps, we provide sufficient conditions for obtaining higher-order asymptotics for the correlation function in the infinite measure setting. Along the way, we show that these conditions are sufficient to recover previous results on sharp mixing rates in the finite measure setting for non-Markov maps, but for a larger class of observables. The results are illustrated by (finite and infinite measure-preserving) non-Markov interval maps with an indifferent fixed point.



2015 ◽  
Vol 165 ◽  
pp. 13-26 ◽  
Author(s):  
Valentina Mameli ◽  
Laura Ventura


2015 ◽  
Vol 94 (3-4) ◽  
pp. 293-308 ◽  
Author(s):  
Pavol Quittner




2015 ◽  
Vol 15 (02) ◽  
pp. 1550012 ◽  
Author(s):  
Ian Melbourne

In a recent paper, Melbourne and Terhesiu [Operator renewal theory and mixing rates for dynamical systems with infinite measure, Invent. Math.189 (2012) 61–110] obtained results on mixing and mixing rates for a large class of noninvertible maps preserving an infinite ergodic invariant measure. Here, we are concerned with extending these results to the invertible setting. Mixing is established for a large class of infinite measure invertible maps. Assuming additional structure, in particular exponential contraction along stable manifolds, it is possible to obtain good results on mixing rates and higher order asymptotics.



2015 ◽  
Vol 379 (1-2) ◽  
pp. 16-22 ◽  
Author(s):  
Lin Huang ◽  
Jian Xu ◽  
En-gui Fan


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