Gaussian concentration bound for potentials satisfying Walters condition with subexponential continuity rates

DOI10.1088/1361-6544/AB5918MaRDI QIDQ5213399zbMATH OpenOpenAlexFDO

Authors J. Moles, Jean-René Chazottes, Edgardo Ugalde

Publication date 3 February 2020

Published in Nonlinearity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1902.07146

zbMATH Keywords

\(d\)-bar distanceconcentration inequalitiesempirical measureKantorovich distanceMarkov approximationrelative entropy

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Symbolic dynamics (37B10) Thermodynamic formalism, variational principles, equilibrium states for dynamical systems (37D35) Inequalities; stochastic orderings (60E15)

Abstract: We consider the full shift $T:OmegaoOmega$ where $Omega=A^{mathbbN}$, $A$ being a finite alphabet. For a class of potentials which contains in particular potentials $phi$ with variation decreasing like $O(n^{-alpha})$ for some $alpha>2$, we prove that their corresponding equilibrium state $m{u}_{p}hi$ satisfies a Gaussian concentration bound. Namely, we prove that there exists a constant $C>0$ such that, for all $n$ and for all separately Lipschitz functions $K(x_0,ldots,x_{n-1})$, the exponential moment of $K(x,ldots,T^{n-1}x)-intK(y,ldots,T^{n-1}y),mathrmdm{u}_{p}hi(y)$ is bounded by $$. The crucial point is that $C$ is independent of $n$ and $K$. We then derive various consequences of this inequality. For instance, we obtain bounds on the fluctuations of the empirical frequency of blocks, the speed of convergence of the empirical measure, and speed of Markov approximation of $m{u}_{p}hi$. We also derive an almost-sure central limit theorem.

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Cited in

(2)

• Concentration inequalities and rates of convergence of the ergodic theorem for countable shifts with Gibbs measures
• Evolution of Gaussian Concentration Bounds under Diffusions

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