Optimal concentration inequalities for dynamical systems
Dynamical Systems
2015-06-03 v2
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.
Keywords
Cite
@article{arxiv.1111.0849,
title = {Optimal concentration inequalities for dynamical systems},
author = {Jean-René Chazottes and Sebastien Gouezel},
journal= {arXiv preprint arXiv:1111.0849},
year = {2015}
}