Translator Disclaimer
2013 Measure concentration through non-Lipschitz observables and functional inequalities
Aldéric Joulin, Arnaud Guillin
Author Affiliations +
Electron. J. Probab. 18: 1-26 (2013). DOI: 10.1214/EJP.v18-2425

Abstract

Non-Gaussian concentration estimates are obtained for invariant probability measures of reversible Markov processes. We show that the functional inequalities approach combined with a suitable Lyapunov condition allows us to circumvent the classical Lipschitz assumption of the observables. Our method is general and offers an unified treatment of diffusions and pure-jump Markov processes on unbounded spaces.

Citation

Download Citation

Aldéric Joulin. Arnaud Guillin. "Measure concentration through non-Lipschitz observables and functional inequalities." Electron. J. Probab. 18 1 - 26, 2013. https://doi.org/10.1214/EJP.v18-2425

Information

Accepted: 24 June 2013; Published: 2013
First available in Project Euclid: 4 June 2016

zbMATH: 1282.60024
MathSciNet: MR3078024
Digital Object Identifier: 10.1214/EJP.v18-2425

Subjects:
Primary: 46E35
Secondary: 60E15, 60J27, 60J60, 60K35

JOURNAL ARTICLE
26 PAGES


SHARE
Vol.18 • 2013
Back to Top