Measure concentration for Euclidean distance in the case of dependent random variables

被引:25
|
作者
Marton, K [1 ]
机构
[1] Hungarian Acad Sci, Alfred Renyi Inst Math, H-1364 Budapest, Hungary
来源
ANNALS OF PROBABILITY | 2004年 / 32卷 / 3B期
关键词
measure concentration; Wasserstein distance; relative entropy; Dobrushin-Shlosman mixing condition; Gibbs sampler;
D O I
10.1214/009117904000000702
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let q(n) be a continuous density function in n-dimensional Euclidean space. We think of q(n) as the density function of some random sequence X-n with values in R-n. For I subset of [1. n], let X-I denote the collection of coordinates X-i, i is an element of I, and let X-I, denote the collection of coordinates X-i, i is not an element of I. We denote by Q(I)(x(I)\x(I)) the joint conditional density function of X-I, given X-I. We prove measure concentration for q" in the case when, for an appropriate class of sets I, (i) the conditional densities Q(I) (x(l) \x(I)), as functions of x(I), uniformly satisfy a logarithmic Sobolev inequality and (ii) these conditional densities also satisfy a contractivity condition related to Dobrushin and Shlosman's strong mixing condition.
引用
收藏
页码:2526 / 2544
页数:19
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