Hostname: page-component-78c5997874-v9fdk Total loading time: 0 Render date: 2024-11-19T09:25:19.174Z Has data issue: false hasContentIssue false

Concentration inequalities for sequential dynamical systems of the unit interval

Published online by Cambridge University Press:  01 June 2015

ROMAIN AIMINO
Affiliation:
Dipartimento di Matematica, II Università di Roma (Tor Vergata), Via della Ricerca Scientifica, 00133 Roma, Italy email aimino@mat.uniroma2.it
JÉRÔME ROUSSEAU
Affiliation:
Departamento de Matemática, Universidade Federal da Bahia, Av. Ademar de Barros s/n, 40170-110 Salvador, BA, Brazil email jerome.rousseau@ufba.br

Abstract

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 $\unicode[STIX]{x1D6FD}$-transformations, with all $\unicode[STIX]{x1D6FD}$ lying in a neighborhood of a fixed $\unicode[STIX]{x1D6FD}_{\star }>1$, and systems satisfying a covering-type assumption.

Type
Research Article
Copyright
© Cambridge University Press, 2015 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Aimino, R., Hu, H., Nicol, M., Török, A. and Vaienti, S.. Polynomial loss of memory for maps of the interval with a neutral fixed point. Discrete Contin. Dynam. Syst. A 35(3) (2015), 793806.Google Scholar
Aimino, R., Nicol, M. and Vaienti, S.. Annealed and quenched limit theorems for random expanding dynamical systems. Probab. Theory Related Fields, to appear, doi:10.1007/s00440-014-0571-y. Preprint, 2013, arXiv:1310.4359.Google Scholar
Alves, J. F., Freitas, J. M., Luzzato, S. and Vaienti, S.. From rates of mixing to recurrence times via large deviations. Adv. Math. 228 (2011), 12031236.Google Scholar
Azuma, K.. Weighted sums of certain dependent random variables. Tôhoku Math. J. (2) 19 (1967), 357367.Google Scholar
Bakhtin, V. I.. Random processes generated by a hyperbolic sequence of mappings, I. Russ. Acad. Sci. Izv. Math. 44 (1995), 247279.Google Scholar
Bakhtin, V. I.. Random processes generated by a hyperbolic sequence of mappings, II. Russ. Acad. Sci. Izv. Math. 44 (1995), 617627.Google Scholar
Baladi, V.. Positive Transfer Operators and Decay of Correlations (Advanced Series in Nonlinear Dynamics, 16). World Scientific, River Edge, NJ, 2000.Google Scholar
Berend, D. and Bergelson, V.. Ergodic and mixing sequences of transformations. Ergod. Th. & Dynam. Sys. 4 (1984), 353366.Google Scholar
Berkes, I.. Results and problems related to the pointwise central limit theorem. Asymptotic Methods in Probability and Statistics (Ottawa, ON, 1997). Ed. Szyszkowicz, B.. North-Holland, Amsterdam, 1998, pp. 5996.Google Scholar
Boucheron, S., Lugosi, G. and Massart, P.. Concentration Inequalities: a Nonasymptotic Theory of Independence. Oxford University Press, Oxford, 2013.Google Scholar
Boyarsky, A. and Góra, P.. Laws of Chaos. Invariant Measures and Dynamical Systems in One Dimension (Probability and its Applications) . Birkhaüser, Boston, 1997.Google Scholar
Chazottes, J.-R., Collet, P., Redig, F. and Verbitskiy, E.. A concentration inequality for interval maps with an indifferent fixed point. Ergod. Th. & Dynam. Sys. 29 (2009), 10971117.Google Scholar
Chazottes, J.-R., Collet, P. and Schmitt, B.. Devroye inequality for a class of non-uniformly hyperbolic dynamical systems. Nonlinearity 18 (2005), 23232340.Google Scholar
Chazottes, J.-R., Collet, P. and Schmitt, B.. Statistical consequences of the Devroye inequality for processes. Applications to a class of non-uniformly hyperbolic dynamical systems. Nonlinearity 18 (2005), 23412364.Google Scholar
Chazottes, J.-R. and Gouëzel, S.. On almost-sure versions of classical limit theorems for dynamical systems. Probab. Theory Related Fields 138 (2007), 195234.CrossRefGoogle Scholar
Chazottes, J.-R. and Gouëzel, S.. Optimal concentration inequalities for dynamical systems. Comm. Math. Phys. 316 (2012), 843889.Google Scholar
Chen, G. and Shi, Y.. Chaos of time-varying discrete dynamical systems. J. Difference Equ. Appl. 15 (2009), 429449.Google Scholar
Cohn, D. L.. Measure Theory: Second Edition (Birkhaüser Advanced Texts) . Birkhaüser/Springer, New York, 2013.Google Scholar
Collet, P., Martinez, S. and Schmitt, B.. Exponential inequalities for dynamical measures of expanding maps of the interval. Probab. Theory Related Fields 123 (2002), 301322.Google Scholar
Conze, J.-P. and Raugi, A.. Limit theorems for sequential expanding dynamical systems on [0, 1]. Ergodic Theory and Related Fields (Contemporary Mathematics, 430) . American Mathematical Society, Providence, RI, 2007, pp. 89121.Google Scholar
Dedecker, J. and Merlevède, F.. The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in L p . ESAIM Probab. Stat. 11 (2007), 102114.Google Scholar
Gouëzel, S. and Melbourne, I.. Moment bounds and concentration inequalities for slowly mixing dynamical systems. Electron. J. Probab. 19(93) (2014), 30.Google Scholar
Gupta, C., Ott, W. and Török, A.. Memory loss for time-dependent piecewise-expanding systems in higher dimension. Math. Res. Lett. 20 (2013), 141161.Google Scholar
Haydn, N., Nicol, M., Török, A. and Vaienti, S.. Almost sure invariance principle for sequential and non-stationary dynamical systems. Preprint, 2014.Google Scholar
Hennion, H. and Hervé, L.. Limit Theorems for Markov Chains and Stochastic Properties of Dynamical Systems by Quasicompactness (Lecture Notes in Mathematics, 1766) . Springer, Berlin, 2001.Google Scholar
Ionescu-Tulcea, C. T. and Marinescu, G.. Théorie ergodique pour des classes d’opérations non complètement continues. Ann. Math. 52 (1950), 140147.Google Scholar
Jonsson, F.. Almost sure central limit theory. Project Report, Department of Mathematics, Uppsala University, 2007.Google Scholar
Kawan, C.. Metric entropy of nonautonomous dynamical systems. Nonauton. Dyn. Syst. 1 (2014), 171.Google Scholar
Kolyada, S. and Snoha, L.. Topological entropy of nonautonomous dynamical systems. Random Comput. Dyn. 4 (1996), 205223.Google Scholar
Lasota, A. and Yorke, J.-A.. On the existence of invariant measures for piecewise monotonic transformations. Trans. Amer. Math. Soc. 186 (1973), 481488.Google Scholar
Ledoux, M.. The Concentration of Measure Phenomenon (Mathematical Surveys and Monographs, 89) . American Mathematical Society, Providence, RI, 2001.Google Scholar
Liverani, C.. Decay of correlations for piecewise expanding maps. J. Stat. Phys. 78 (1995), 11111129.Google Scholar
Maldonado, C.. Fluctuation bounds for chaos plus noise in dynamical systems. J. Stat. Phys. 148 (2012), 548564.Google Scholar
McDiarmid, C.. On the method of bounded differences. Surveys in Combinatorics (London Mathematical Society Lecture Note Series, 141) . Cambridge University Press, Cambridge, 1989, pp. 148188.Google Scholar
McDiarmid, C.. Concentration. Probabilistic Methods for Algorithmic Discrete Mathematics (Algorithms and Combinatorics, 16) . Springer, Berlin, 1998, pp. 195248.Google Scholar
Mohapatra, A. and Ott, W.. Memory loss for nonequilibrium open dynamical systems. Discrete Contin. Dyn. Syst. 34(9) (2014), 37473759.Google Scholar
Nándori, P., Szász, D. and Varjú, T.. A central limit theorem for time-dependent dynamical systems. J. Stat. Phys. 146 (2012), 12131220.Google Scholar
Ott, W., Stenlund, M. and Young, L.-S.. Memory loss for time-dependent dynamical systems. Math. Res. Lett. 16 (2009), 463475.Google Scholar
Pinelis, I.. An approach to inequalities for the distributions of infinite-dimensional martingales. Probability in Banach Spaces (Proceedings of the Eighth International Conference, 8, Brunswick, ME, 1991) (Progress in Probability, 30). Birkhauser, Boston, MA, 1992, pp. 128134.Google Scholar
Stenlund, M.. Non-stationary compositions of Anosov diffeomorphisms. Nonlinearity 24 (2011), 29913018.Google Scholar
Stenlund, M., Young, L.-S. and Zhang, H.. Dispersing billiards with moving scatterers. Comm. Math. Phys. 322 (2013), 909955.Google Scholar
Yuriniskii, V. V.. Exponential bounds for large deviations. Theory Probab. Appl. 19 (1974), 154155.Google Scholar