Related papers: Deviation and concentration inequalities for dynam…
Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…
We analyse large deviations of the dynamical activity in one-dimensional systems of diffusing hard particles. Using an optimal-control representation of the large-deviation problem, we analyse effective interaction forces which can be added…
We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…
We obtain optimal moment bounds for Birkhoff sums, and optimal concentration inequalities, for a large class of slowly mixing dynamical systems, including those that admit anomalous diffusion in the form of a stable law or a central limit…
We consider a class of piecewise smooth one-dimensional maps with critical points and singularities (possibly with infinite derivative). Under mild summability conditions on the growth of the derivative on critical orbits, we prove the…
In a vast area of probabilistic limit theorems for dynamical systems with chaotic behaviors always only functional form (exponential, power, etc) of the asymptotic laws and of convergence rates were studied. However, for basically all…
We prove a concentration inequality for sequential dynamical systems of the unit interval enjoying an exponential loss of memory in the BV norm, and we investigate several of its consequences. In particular, this covers compositions of…
We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container. We prove that, in equilibrium, the fluctuations in the density of particles in a…
We obtain some important fundamental inequalities concerning the long time behavior of high order derivatives for solutions of some dissipative systems in terms of their $L^2$ algebraic decay. Some of these inequalities have not been…
We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities.…
We study delay-independent stability in nonlinear models with a distributed delay which have a positive equilibrium. Such models frequently occur in population dynamics and other applications. In particular, we construct a relevant…
We consider difference equations with several non-monotone deviating arguments and nonnegative coefficients. The deviations (delays and advances) are, generally, unbounded. Sufficient oscillation conditions are obtained in an explicit…
We present an upper bound on the mixing rate of the equilibrium state of a dynamical systems defined by the one-sided shift and a non H\"{o}lder potential of summable variations. The bound follows from an estimation of the relaxation speed…
We develop concentration inequalities for the $l_\infty$ norm of vector linear processes with sub-Weibull, mixingale innovations. This inequality is used to obtain a concentration bound for the maximum entrywise norm of the lag-$h$…
We claim that looking at probability distributions of \emph{finite time} largest Lyapunov exponents, and more precisely studying their large deviation properties, yields an extremely powerful technique to get quantitative estimates of…
We provide a brief tutorial on the use of concentration inequalities as they apply to system identification of state-space parameters of linear time invariant systems, with a focus on the fully observed setting. We draw upon tools from the…
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…
We consider multimodal C^3 interval maps f satisfying a summability condition on the derivatives D_n along the critical orbits which implies the existence of an absolutely continuous f -invariant probability measure mu. If f is…
This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribution-free to distribution-dependent, from sub-Gaussian to…
We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions…