Metric and Mixing Sufficient Conditions for Concentration of Measure
Probability
2007-05-23 v2 Functional Analysis
Abstract
We derive sufficient conditions for a family of metric probability spaces to have the measure concentration property. Specifically, if the sequence of probability measures satisfies a strong mixing condition (which we call -mixing) and the sequence of metrics is what we call -dominated, we show that is a normal Levy family. We establish these properties for some metric probability spaces, including the possibly novel , case.
Keywords
Cite
@article{arxiv.math/0610427,
title = {Metric and Mixing Sufficient Conditions for Concentration of Measure},
author = {Leonid Kontorovich},
journal= {arXiv preprint arXiv:math/0610427},
year = {2007}
}
Comments
Keywords: concentration of measure, martingale differences, metric probability space, Levy family, strong mixing