deviation bounds for additive functionals of markov processes
From MaRDI portal
Publication:5429618
DOI10.1051/ps:2007032zbMath1183.60011arXivmath/0603021OpenAlexW2166461660MaRDI QIDQ5429618
Arnaud Guillin, Patrick Cattiaux
Publication date: 30 November 2007
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0603021
Related Items (25)
Trends to equilibrium in total variation distance ⋮ On the convergence rates of some adaptive Markov chain Monte Carlo algorithms ⋮ Long time behavior of Markov processes ⋮ Weak logarithmic Sobolev inequalities and entropic convergence ⋮ Ergodicity of the infinite swapping algorithm at low temperature ⋮ Transportation-information inequalities for Markov processes ⋮ A shape theorem for a one-dimensional growing particle system with a bounded number of occupants per site ⋮ A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature ⋮ Curvature, concentration and error estimates for Markov chain Monte Carlo ⋮ Self-improvement of the Bakry-Emery criterion for Poincaré inequalities and Wasserstein contraction using variable curvature bounds ⋮ A martingale minimax exponential inequality for Markov chains ⋮ Poincaré inequalities and hitting times ⋮ On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes ⋮ Wasserstein contraction and Poincaré inequalities for elliptic diffusions with high diffusivity ⋮ \(L^2\) hypocoercivity, deviation bounds, hitting times and Lyapunov functions ⋮ Ornstein-Uhlenbeck Pinball and the Poincaré Inequality in a Punctured Domain ⋮ Spectral condition, hitting times and Nash inequality ⋮ Hitting times, functional inequalities, Lyapunov conditions and uniform ergodicity ⋮ Adaptive invariant density estimation for ergodic diffusions over anisotropic classes ⋮ Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process ⋮ Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times ⋮ Concentration inequalities for additive functionals: a martingale approach ⋮ Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities ⋮ Concentration of scalar ergodic diffusions and some statistical implications ⋮ Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Minimizers of energy functionals
- Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry
- Uniform positivity improving property, Sobolev inequalities, and spectral gaps
- Mixing: Properties and examples
- Large deviations for quadratic functionals of Gaussian processes
- A deviation inequality for non-reversible Markov processes
- Convex conjugates of integral functionals
- Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
- Asymptotic theory of weakly dependent stochastic processes
- Functional inequalities for empty essential spectrum
- Weighted Poincaré and Sobolev inequalities for vector fields satisfying Hörmander's condition and applications
- Isoperimetry between exponential and Gaussian
- Integrals which are convex functionals
- Integrals which are convex functionals. II
- Weak logarithmic Sobolev inequalities and entropic convergence
- Functional inequalities for uniformly integrable semigroups and application to essential spectrums
- Weighted Sobolev-Poincare Inequalities and Pointwise Estimates for a Class of Degenerate Elliptic Equations
- Chernoff and Berry–Esséen inequalities for Markov processes
- Weak Poincaré inequalities and \(L^2\)-convergence rates of Markov semigroups
This page was built for publication: deviation bounds for additive functionals of markov processes