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arxiv: math/0503483 · v2 · submitted 2005-03-23 · 🧮 math.PR · math-ph· math.MP

Concentration inequalities for random fields via coupling

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keywords inequalitiesconcentrationcouplingrandomcontrolfieldsleadsuniform
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We present a new and simple approach to concentration inequalities for functions around their expectation with respect to non-product measures, i.e., for dependent random variables. Our method is based on coupling ideas and does not use information inequalities. When one has a uniform control on the coupling, this leads to exponential concentration inequalities. When such a uniform control is no more possible, this leads to polynomial or stretched-exponential concentration inequalities. Our abstract results apply to Gibbs random fields, in particular to the low-temperature Ising model which is a concrete example of non-uniformity of the coupling.

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