Concentration of Markov chains with bounded moments

DOI10.1214/19-AIHP1039MaRDI QIDQ2227486

Assaf Naor, Oded Regev, Shravas Rao

Publication date: 15 February 2021

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.07260

zbMATH Keywords

Markov chainsexpander graphsconcentration boundsGillman's theorem

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

Related Items (4)

A Hoeffding inequality for Markov chains ⋮ A martingale minimax exponential inequality for Markov chains ⋮ Robust projected principal component analysis for large-dimensional semiparametric factor modeling ⋮ The Littlewood-Offord problem for Markov chains

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