Optimal concentration inequalities for dynamical systems
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Large deviations (60F10) Inequalities; stochastic orderings (60E15) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Approximate trajectories (pseudotrajectories, shadowing, etc.) in smooth dynamics (37C50) Uniformly hyperbolic systems (expanding, Anosov, Axiom A, etc.) (37D20) Dynamical systems involving maps of the interval (37E05)
Abstract: 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.
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Cites work
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Cited in
(36)- Nonconventional moderate deviations theorems and exponential concentration inequalities
- Upper bounds for superquantiles of martingales
- Limit theorems for some skew products with mixing base maps
- Devroye inequality for a class of non-uniformly hyperbolic dynamical systems
- Rates of mixing for the measure of maximal entropy of dispersing billiard maps
- Concentration inequalities and rates of convergence of the ergodic theorem for countable shifts with Gibbs measures
- Functional correlation bounds and optimal iterated moment bounds for slowly-mixing nonuniformly hyperbolic maps
- Concentration inequalities for sequential dynamical systems of the unit interval
- Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations
- Mixing for invertible dynamical systems with infinite measure
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- Ergodic optimization for some dynamical systems beyond uniform hyperbolicity
- Divergence of neighbouring optimal state trajectories of a dynamic system
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- scientific article; zbMATH DE number 932434 (Why is no real title available?)
- Statistical consequences of the Devroye inequality for processes. Applications to a class of non-uniformly hyperbolic dynamical systems
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- Statistical inference for dynamical systems: a review
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- Flexibility of statistical properties for smooth systems satisfying the central limit theorem
- A concentration inequality for interval maps with an indifferent fixed point
- Empirical measures: regularity is a counter-curse to dimensionality
- Moment bounds for dependent sequences in smooth Banach spaces
- A local limit theorem for a number of multiple recurrences generated by some mixing processes with applications to Young towers
- Fluctuations of observables in dynamical systems: from limit theorems to concentration inequalities
- Convergence of moments for dispersing billiards with cusps
- Decay of correlations for non-uniformly expanding systems with general return times
- Annealed and quenched limit theorems for random expanding dynamical systems
- Exponential inequalities for dynamical measures of expanding maps of the interval
- Ergodic optimization for noncompact dynamical systems
- Large and moderate deviations for bounded functions of slowly mixing Markov chains
- Superpolynomial and polynomial mixing for semiflows and flows
- Moment bounds and concentration inequalities for slowly mixing dynamical systems
- First hyperbolic times for intermittent maps with unbounded derivative
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