{ "id": "math/0410168", "version": "v1", "published": "2004-10-06T15:37:52.000Z", "updated": "2004-10-06T15:37:52.000Z", "title": "Measure concentration for Euclidean distance in the case of dependent random variables", "authors": [ "Katalin Marton" ], "comment": "Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000702", "journal": "Annals of Probability 2004, Vol. 32, No. 3B, 2526-2544", "doi": "10.1214/009117904000000702", "categories": [ "math.PR" ], "abstract": "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 \\BbbR^n. For I\\subset[1,n], let X_I denote the collection of coordinates X_i, i\\in I, and let \\bar X_I denote the collection of coordinates X_i, i\\notin I. We denote by Q_I(x_I|\\bar x_I) the joint conditional density function of X_I, given \\bar X_I. We prove measure concentration for q^n in the case when, for an appropriate class of sets I, (i) the conditional densities Q_I(x_I|\\bar 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.", "revisions": [ { "version": "v1", "updated": "2004-10-06T15:37:52.000Z" } ], "analyses": { "subjects": [ "60K35", "82C22" ], "keywords": [ "dependent random variables", "measure concentration", "euclidean distance", "joint conditional density function", "shlosmans strong mixing condition" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2004math.....10168M" } } }