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A concentration inequality for interval maps with an indifferent fixed point

  • J.-R. CHAZOTTES (a1), P. COLLET (a1), F. REDIG (a2) and E. VERBITSKIY (a3)

For a map of the unit interval with an indifferent fixed point, we prove an upper bound for the variance of all observables of n variables, K:[0,1]n→ℝ, which are separately Lipschitz. The proof is based on coupling and decay of correlation properties of the map. We also present applications of this inequality to the almost-sure central limit theorem, the kernel density estimation, the empirical measure and the periodogram.

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Ergodic Theory and Dynamical Systems
  • ISSN: 0143-3857
  • EISSN: 1469-4417
  • URL: /core/journals/ergodic-theory-and-dynamical-systems
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