Optimal concentration inequalities for dynamical systems
Chazottes, Jean-René ; Gouëzel, Sébastien
HAL, hal-00637855 / Harvested from HAL
Text on HAL
For dynamical systems modeled by a Young tower with exponential tails, we prove an exponential concentration inequality for all separately Lipschitz observables of n variables. When tails are polynomial, we prove polynomial concentration inequalities. Those inequalities are optimal. We give some applications of such inequalities to specific systems and specific observables.
Publié le : 2012-07-05
Classification:  Devroye inequality,  random-variables,  mixing rates,  decay,  billiards,  interval,  moment,  [MATH.MATH-DS]Mathematics [math]/Dynamical Systems [math.DS] 
@article{hal-00637855,
     author = {Chazottes, Jean-Ren\'e and Gou\"ezel, S\'ebastien},
     title = {Optimal concentration inequalities for dynamical systems},
     journal = {HAL},
     volume = {2012},
     number = {0},
     year = {2012},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00637855}
}

Chazottes, Jean-René; Gouëzel, Sébastien. Optimal concentration inequalities for dynamical systems. HAL, Tome 2012 (2012) no. 0, . http://gdmltest.u-ga.fr/item/hal-00637855/