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 variables 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.
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