English

A concentration inequality for interval maps with an indifferent fixed point

Dynamical Systems 2009-08-27 v1 Probability

Abstract

For a map of the unit interval with an indifferent fixed point, we prove an upper bound for the variance of all observables of nn variables K:[0,1]nRK:[0,1]^n\to\R which are componentwise Lipschitz. The proof is based on coupling and decay of correlation properties of the map. We then give various applications of this inequality to the almost-sure central limit theorem, the kernel density estimation, the empirical measure and the periodogram.

Keywords

Cite

@article{arxiv.0801.3567,
  title  = {A concentration inequality for interval maps with an indifferent fixed point},
  author = {J. -R. Chazottes and P. Collet and F. Redig and E. Verbitskiy},
  journal= {arXiv preprint arXiv:0801.3567},
  year   = {2009}
}

Comments

26 pages, submitted

R2 v1 2026-06-21T10:05:40.328Z