A Hoeffding's inequality for uniformly ergodic diffusion process

DOI10.1016/j.spl.2019.02.012zbMath1448.60047arXiv1903.10125OpenAlexW2920515515WikidataQ128311027 ScholiaQ128311027MaRDI QIDQ2322596

Evelyn Li, Michael C. H. Choi

Publication date: 5 September 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.10125

zbMATH Keywords

diffusion processlarge deviationsHoeffding's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)

Related Items (4)

On the Kemeny time for continuous-time reversible and irreversible Markov processes with applications to stochastic resetting and to conditioning towards forever-survival ⋮ Hoeffding's inequality for non-irreducible Markov models ⋮ Augmented truncation approximations to the solution of Poisson's equation for Markov chains ⋮ Hoeffding's inequality for Markov processes via solution of Poisson's equation

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