A Hoeffding inequality for Markov chains using a generalized inverse

DOI10.1016/j.spl.2008.12.018zbMath1170.60025OpenAlexW2009290156MaRDI QIDQ1012112

Thomas R. Boucher

Publication date: 14 April 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.12.018

zbMATH Keywords

Markov chaingeneralized inverseHoeffding inequalitymartingale difference

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Discrete-time Markov processes on general state spaces (60J05) Large deviations (60F10)

Related Items

Hoeffding's inequality for non-irreducible Markov models ⋮ Matrix-Analytic Methods for Solving Poisson’s Equation with Applications to Markov Chains of GI/G/1-Type ⋮ Probability inequalities for bounded random vectors ⋮ On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence ⋮ Hoeffding's inequality for Markov processes via solution of Poisson's equation ⋮ A Hoeffding's inequality for uniformly ergodic diffusion process

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