Hoeffding's inequality for Markov processes via solution of Poisson's equation

DOI10.1007/s11464-021-0898-5zbMath1482.60094OpenAlexW3158007355MaRDI QIDQ2048176

Yanyan Li

Publication date: 5 August 2021

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-021-0898-5

zbMATH Keywords

Poisson's equationMarkov processHoeffding's inequality

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) 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, Augmented truncation approximations to the solution of Poisson's equation for Markov chains

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A Hoeffding inequality for Markov chains using a generalized inverse
• Continuous-time Markov chains. An applications-oriented approach
• Single birth processes
• Chernoff-type bound for finite Markov chains
• Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
• Poisson's equation for queues driven by a Markovian marked point process
• Hoeffding's inequality for uniformly ergodic Markov chains
• Unified representation of formulas for single birth processes
• A Hoeffding's inequality for uniformly ergodic diffusion process
• \(V\)-uniform ergodicity for fluid queues
• Poisson's equation for discrete-time single-birth processes
• Hoeffding's inequalities for geometrically ergodic Markov chains on general state space
• A Liapounov bound for solutions of the Poisson equation
• COMPUTABLE STRONGLY ERGODIC RATES OF CONVERGENCE FOR CONTINUOUS-TIME MARKOV CHAINS
• Coefficients of ergodicity: structure and applications
• An extended class of time-continuous branching processes
• ERROR BOUNDS FOR LAST-COLUMN-BLOCK-AUGMENTED TRUNCATIONS OF BLOCK-STRUCTURED MARKOV CHAINS
• Perturbation Bounds for the Stationary Distributions of Markov Chains
• Error bounds for augmented truncation approximations of Markov chains via the perturbation method
• Probability Inequalities for Sums of Bounded Random Variables