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Measure concentration through non-Lipschitz observables and functional inequalities


 
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1. Title Title of document Measure concentration through non-Lipschitz observables and functional inequalities
 
2. Creator Author's name, affiliation, country Aldéric Joulin; Université de Toulouse; France
 
2. Creator Author's name, affiliation, country Arnaud Guillin; Université de Clermont-Ferrand; France
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Concentration; invariant measure; reversible Markov process; Lyapunov condition; functional inequality; diffusion process; jump process
 
3. Subject Subject classification 46E35; 60E15; 60J27; 60J60; 60K35
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2013-06-24
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/2425
 
10. Identifier Digital Object Identifier 10.1214/EJP.v18-2425
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 18
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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