Exponential inequalities for dynamical measures of expanding maps of the interval

Collet, P.; Martínez, S.; Schmitt B.

Abstract

We prove an exponential inequality for the absolutely continuous invariant measure of a piecewise expanding map of the interval. As an immediate corollary we obtain a concentration inequality. We apply these results to the estimation of the rate of convergence of the empirical measure in various metrics and also to the efficiency of the shadowing by sets of positive measure.

Más información

Título según WOS: Exponential inequalities for dynamical measures of expanding maps of the interval
Título según SCOPUS: Exponential inequalities for dynamical measures of expanding maps of the interval
Título de la Revista: PROBABILITY THEORY AND RELATED FIELDS
Volumen: 123
Número: 3
Editorial: Springer
Fecha de publicación: 2002
Página de inicio: 301
Página final: 322
Idioma: English
URL: http://link.springer.com/10.1007/s004400200204
DOI:

10.1007/s004400200204

Notas: ISI, SCOPUS