Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains

Yohann de Castro, Quentin Duchemin, Claire Lacour

Publication date: 22 March 2023

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.11435

zbMATH Keywords

Markov chains U-statistics concentration inequality

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Characterization and structure theory of statistical distributions (62E10) Markov processes (60Jxx) Limit theorems in probability theory (60Fxx)

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Cites Work

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