Optimal concentration inequalities for dynamical systems
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Publication:694976
DOI10.1007/S00220-012-1596-7zbMATH Open1273.37007arXiv1111.0849OpenAlexW3104649166MaRDI QIDQ694976FDOQ694976
S. Gouëzel, Jean-René Chazottes
Publication date: 20 December 2012
Published in: Communications in Mathematical Physics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1111.0849
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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)
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Cited In (35)
- Rigorous justification for the space–split sensitivity algorithm to compute linear response in Anosov systems
- 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
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- Statistical consequences of the Devroye inequality for processes. Applications to a class of non-uniformly hyperbolic dynamical systems
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