Optimal Concentration Inequalities for Dynamical Systems

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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.

Original languageEnglish
Pages (from-to)843-889
Number of pages47
JournalCommunications in Mathematical Physics
Volume316
Issue number3
DOIs
Publication statusPublished - 1 Dec 2012

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