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Concentration inequalities for random fields via coupling
Authors:J. -R. Chazottes  P. Collet  C. Külske  F. Redig
Affiliation:(1) Centre de Physique Théorique, CNRS UMR 7644, 91128 Palaiseau Cedex, France;(2) Department of Mathematics and Computing Sciences, University of Groningen, Blauwborgje 3, 9747, AC, Groningen, The Netherlands;(3) Mathematisch Instituut Universiteit Leiden, Niels Bohrweg 1, 2333, CA, Leiden, The Netherlands
Abstract:We present a new and simple approach to concentration inequalities in the context of dependent random processes and random fields. Our method is based on coupling and does not use information inequalities. In case one has a uniform control on the coupling, one obtains exponential concentration inequalities. If such a uniform control is no more possible, then one obtains polynomial or stretched-exponential concentration inequalities. Our abstract results apply to Gibbs random fields, both at high and low temperatures and in particular to the low-temperature Ising model which is a concrete example of non-uniformity of the coupling.
Keywords:Exponential concentration  Stretched-exponential concentration  Moment inequality  Gibbs random fields  Ising model  Orlicz space  Luxembourg norm  Kantorovich–  Rubinstein theorem
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