B. Tsirelson

Linear response and moderate deviations: hierarchical approach. I

Recent works

Boris Tsirelson,
"Linear response and moderate deviations: hierarchical approach. I"
Available online (free of charge) from e-print archive:
arXiv.org/abs/1612.08396/


A research paper, 26 pages, bibl. 2 ref.

This is basically a polished presentation for Sections 1,2 of arXiv:0801.1050. The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and scantily understood for random fields. Here it is established for a new class of random processes. The approach is promising also for random fields.

  1. Definition, and main result formulated.
  2. A chain of Holder inequalities.
  3. The chain in action.
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