A large deviation inequality for vector functions on finite reversible Markov chains

DOI10.1214/105051607000000078zbMath1131.60067arXivmath/0508538OpenAlexW2100410713MaRDI QIDQ2467601

Vladislav Kargin

Publication date: 28 January 2008

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508538

zbMATH Keywords

Bernstein inequalityMarkov chainspectral gaplarge deviationsHoeffding inequality

Mathematics Subject Classification ID

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

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