Gaussian Concentration bound for potentials satisfying Walters condition with subexponential continuity rates

preprint2019arXivOpen access

Abstract

We consider the full shift T:Ω→ΩT:Ω\toΩ where Ω=ANΩ=A^{\mathbb N}, AA being a finite alphabet. For a class of potentials which contains in particular potentials ϕϕ with variation decreasing like O(n−α)O(n^{-α}) for some α>2α>2, we prove that their corresponding equilibrium state μϕμ_ϕ satisfies a Gaussian concentration bound. Namely, we prove that there exists a constant C>0C>0 such that, for all nn and for all separately Lipschitz functions K(x0,…,xn−1)K(x_0,\ldots,x_{n-1}), the exponential moment of K(x,…,Tn−1x)−∫K(y,…,Tn−1y) dμϕ(y)K(x,\ldots,T^{n-1}x)-\int K(y,\ldots,T^{n-1}y)\, \mathrm{d}μ_ϕ(y) is bounded by exp⁡(C∑i=0n−1Lipi(K)2)\exp\big(C\sum_{i=0}^{n-1}\mathrm{Lip}_i(K)^2\big). The crucial point is that CC is independent of nn and KK. 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 μϕμ_ϕ. We also derive an almost-sure central limit theorem.

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