Large deviations in the central limit theorem for endomorphisms of Euclidean space
Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, Tome 153 (2011) no. 1, pp. 195-210
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Let $W$ be such a nonsingular integer matrix that $|\operatorname{det}W|>1$; $f$ is a real-valued periodic for every argument Lipschitz-continuous function defined on the unit hypercube from $R^d$. For a sequence $(f(tW^n))$, we prove the central limit theorem with large deviations within the interval $[1;\mathrm o(n^{1/8}/\ln n)]$.
Keywords:
limit theorem, endomorphisms, large deviations.
@article{UZKU_2011_153_1_a15,
author = {V. T. Dubrovin},
title = {Large deviations in the central limit theorem for endomorphisms of {Euclidean} space},
journal = {U\v{c}\"enye zapiski Kazanskogo universiteta. Seri\^a Fiziko-matemati\v{c}eskie nauki},
pages = {195--210},
year = {2011},
volume = {153},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/UZKU_2011_153_1_a15/}
}
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V. T. Dubrovin. Large deviations in the central limit theorem for endomorphisms of Euclidean space. Učënye zapiski Kazanskogo universiteta. Seriâ Fiziko-matematičeskie nauki, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, Tome 153 (2011) no. 1, pp. 195-210. http://geodesic.mathdoc.fr/item/UZKU_2011_153_1_a15/
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