Optimal concentration inequalities for dynamical systems

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.

References in corpus (1)

• Moment inequalities for functions of independent random variables

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