Affiliations: [a] Department of Mathematics, University of Toronto, 40 St George St. Toronto, ON, Canada M5S 2E4. E-mail: [email protected] | [b] Department of Mathematics, University of Maryland, 4176 Campus Drive, College Park, MD 20742-4015, United States. E-mail: [email protected]
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 the results are applicable to Diophantine iid sequences, finite state Markov chains, strongly ergodic Markov chains and Birkhoff sums of smooth expanding maps & subshifts of finite type.
Keywords: Large deviations, asymptotic expansions, weak dependence, Markov chains, expanding maps, subshifts of finite type
