Optimal Concentration Inequalities for Dynamical Systems

被引:30
作者
Chazottes, Jean-Rene [1 ]
Gouezel, Sebastien [2 ]
机构
[1] Ecole Polytech, CNRS, CPHT, UMR 7644, F-91128 Palaiseau, France
[2] Univ Rennes 1, IRMAR, CNRS, UMR 6625, F-35042 Rennes, France
关键词
DEVROYE INEQUALITY; RANDOM-VARIABLES; MIXING RATES; MAPS; DECAY; BILLIARDS; INTERVAL; MOMENT;
D O I
10.1007/s00220-012-1596-7
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
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.
引用
收藏
页码:843 / 889
页数:47
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