Deviation inequalities for separately Lipschitz functionals of iterated random functions
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Publication:468728
DOI10.1016/j.spa.2014.08.001zbMath1301.60055OpenAlexW1995723465MaRDI QIDQ468728
Publication date: 7 November 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2014.08.001
martingalesmoment inequalitiesexponential inequalitiesWasserstein distancesiterated random functions
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Discrete-time Markov processes on general state spaces (60J05)
Related Items (12)
Concentration inequalities for non-causal random fields ⋮ Deviation inequalities for martingales with applications ⋮ Concurrent neural network: a model of competition between times series ⋮ Deviation inequalities for stochastic approximation by averaging ⋮ Convergence rates for empirical measures of Markov chains in dual and Wasserstein distances ⋮ Exponential inequalities for nonstationary Markov chains ⋮ High-dimensional VAR with low-rank transition ⋮ Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations ⋮ Empirical measures: regularity is a counter-curse to dimensionality ⋮ Large and moderate deviations for the left random walk on GL d (R) ⋮ Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces ⋮ Deviation inequalities for separately Lipschitz functionals of composition of random functions
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