Gaussian concentration bound for potentials satisfying Walters condition with subexponential continuity rates Article uri icon

abstract

  • We consider the full shift where, A being a finite alphabet. For a class of potentials which contains in particular potentials with variation decreasing like for some, we prove that their corresponding equilibrium state satisfies a Gaussian concentration bound. Namely, we prove that there exists a constant C > 0 such that, for all n and for all separately Lipschitz functions, the exponential moment of is bounded by. The crucial point is that C is independent of n and K. We then derive various consequences of this inequality. For instance, we obtain bounds on the fluctuations of the empirical frequency of blocks, the speed of convergence of the empirical measure, and speed of Markov approximation of. We also derive an almost-sure central limit theorem. © 2020 IOP Publishing Ltd %26 London Mathematical Society.
  • We consider the full shift where, A being a finite alphabet. For a class of potentials which contains in particular potentials with variation decreasing like for some, we prove that their corresponding equilibrium state satisfies a Gaussian concentration bound. Namely, we prove that there exists a constant C > 0 such that, for all n and for all separately Lipschitz functions, the exponential moment of is bounded by. The crucial point is that C is independent of n and K. We then derive various consequences of this inequality. For instance, we obtain bounds on the fluctuations of the empirical frequency of blocks, the speed of convergence of the empirical measure, and speed of Markov approximation of. We also derive an almost-sure central limit theorem. © 2020 IOP Publishing Ltd & London Mathematical Society.

publication date

  • 2020-01-01