Optimal concentration inequalities for dynamical systems

Details Optimal concentration inequalities for dynamical systems Optimal concentration inequalities for dynamical systems

2011-11-03

arxiv.org/abs/1111.0849v1

Mathematics

Dynamical Systems

Scientific paper

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.

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