A concentration inequality for interval maps with an indifferent fixed point

Abstract

AbstractFor 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.