Devroye inequality for a class of non-uniformly hyperbolic dynamical systems

DOI10.1088/0951-7715/18/5/023MaRDI QIDQ5704356zbMATH OpenOpenAlexFDO

Authors Bernard Schmitt, Jean-René Chazottes, P. Collet

Publication date 14 November 2005

Published in Nonlinearity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0412166

Mathematics Subject Classification ID

Dynamical systems and their relations with probability theory and stochastic processes (37A50) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25) Inequalities; stochastic orderings (60E15)

Abstract: In this paper, we prove an inequality, which we call "Devroye inequality", for a large class of non-uniformly hyperbolic dynamical systems (M,f). This class, introduced by L.-S. Young, includes families of piece-wise hyperbolic maps (Lozi-like maps), scattering billiards (e.g., planar Lorentz gas), unimodal and H{'e}non-like maps. Devroye inequality provides an upper bound for the variance of observables of the form K(x,f(x),...,f^{n-1}(x)), where K is any separately Holder continuous function of n variables. In particular, we can deal with observables which are not Birkhoff averages. We will show in cite{CCS} some applications of Devroye inequality to statistical properties of this class of dynamical systems.

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Cited in

(9)

• Concentration inequalities for sequential dynamical systems of the unit interval
• A concentration inequality for interval maps with an indifferent fixed point
• Limit theorems and inequalities via martingale methods
• Fluctuations of observables in dynamical systems: from limit theorems to concentration inequalities
• Statistical consequences of the Devroye inequality for processes. Applications to a class of non-uniformly hyperbolic dynamical systems
• Urysohn-type theorem under a dynamical constraint: non-compact case
• Optimal concentration inequalities for dynamical systems
• Concentration inequalities for random dynamical systems
• Statistical inference for dynamical systems: a review

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