Devroye Inequality for a Class of Non-Uniformly Hyperbolic Dynamical Systems
J. -R. Chazottes, P. Collet, B. Schmitt
Abstract
In this paper, we prove an inequality, which we call "Devroye inequality", for a large class of non-uniformly hyperbolic dynamical systems (M,f). This class, introduced by L.-S. Young, includes families of piece-wise hyperbolic maps (Lozi-like maps), scattering billiards (e.g., planar Lorentz gas), unimodal and Hénon-like maps. Devroye inequality provides an upper bound for the variance of observables of the form K(x,f(x),...,fn-1(x)), where K is any separately Holder continuous function of n variables. In particular, we can deal with observables which are not Birkhoff averages. We will show in CCS some applications of Devroye inequality to statistical properties of this class of dynamical systems.
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