Measure concentration for Euclidean distance in the case of dependent random variables.

DOI10.1214/009117904000000702zbMath1071.60012arXivmath/0410168OpenAlexW2132873190MaRDI QIDQ1889790

Katalin Marton

Publication date: 10 December 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0410168

zbMATH Keywords

relative entropyGibbs samplerWasserstein distanceDobrushin-Shlosman mixing condition

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Related Items (12)

Poincaré and transportation inequalities for Gibbs measures under the Dobrushin uniqueness condition ⋮ Concentration inequalities for random fields via coupling ⋮ Convergence rates of the blocked Gibbs sampler with random scan in the Wasserstein metric ⋮ On concentration inequalities and their applications for Gibbs measures in lattice systems ⋮ Transportation inequalities: from Poisson to Gibbs measures ⋮ Convergence rate and concentration inequalities for Gibbs sampling in high dimension ⋮ Transportation inequalities for hidden Markov chains and applications ⋮ Transportation cost-information inequality for stochastic wave equation ⋮ Convergence rates of symmetric scan Gibbs sampler ⋮ Concentration inequalities for dependent random variables via the martingale method ⋮ Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods ⋮ Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-type inequalities for Markov chains and related processes

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