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2201.10144

Deviation and concentration inequalities for dynamical systems with subexponential decay of correlation.

Christophe Cuny, Jérôme Dedecker, Florence Merlevède

correctmedium confidence
Category
math.DS
Journal tier
Strong Field
Processed
Sep 28, 2025, 12:56 AM

Audit review

The paper’s Theorem 4.1 states exactly the desired concentration bound for separately Hölder K under stretched-exponential return times, with the denominator κ(∑ L_i^2 + 1 + t^{2−γ}) (see Theorem 4.1 and its proof outline via the Young tower, reversed martingale differences, and the Fan–Grama–Liu inequality) . The candidate solution follows the same blueprint: lift to the Young tower, perform the reversed-martingale decomposition, control the key exponential-moment/variance term, and apply the Fan–Grama–Liu deviation inequality to obtain the same inequality. The only minor omissions are the “wlog small Lipschitz constants” reduction (sup L_i ≤ ε0) used in the paper and that the paper directly controls u_n = ||∑ E[D_p^2 e^{(D_p^+)^γ}|F_{p+1}]||_∞ rather than separating variance and tails, but these are largely presentation differences, not substantive gaps, and lead to the same bound .

Referee report (LaTeX)

\textbf{Recommendation:} minor revisions

\textbf{Journal Tier:} strong field

\textbf{Justification:}

This work delivers sharp concentration and deviation inequalities for nonuniformly expanding systems with stretched-exponential decay, extending the Chazottes–Gouëzel framework to a less mixing regime and demonstrating near-optimal results. The methodology is standard but skillfully adapted, combining tower techniques with modern martingale deviations. Minor clarifications would improve readability and reproducibility without altering the substance.