English

Metric and Mixing Sufficient Conditions for Concentration of Measure

Probability 2007-05-23 v2 Functional Analysis

Abstract

We derive sufficient conditions for a family (Xn,ρn,Pn)(X^n,\rho_n,P_n) of metric probability spaces to have the measure concentration property. Specifically, if the sequence {Pn}\{P_n\} of probability measures satisfies a strong mixing condition (which we call η\eta-mixing) and the sequence of metrics {ρn}\{\rho_n\} is what we call Ψ\Psi-dominated, we show that (Xn,ρn,Pn)(X^n,\rho_n,P_n) is a normal Levy family. We establish these properties for some metric probability spaces, including the possibly novel X=[0,1]X=[0,1], ρn=1\rho_n=\ell_1 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