Effective Berry-Esseen and concentration bounds for Markov chains with a spectral gap (Q2415513)
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scientific article; zbMATH DE number 7057466
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| English | Effective Berry-Esseen and concentration bounds for Markov chains with a spectral gap |
scientific article; zbMATH DE number 7057466 |
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Effective Berry-Esseen and concentration bounds for Markov chains with a spectral gap (English)
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22 May 2019
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The paper considers a Markov chain taking values in a general state space. It is assumed that its transition kernel has a spectral gap in an arbitrary Banach algebra of functions. The quantitative perturbation theory is heavily used in obtaining nonasymptotic bounds for the law of large numbers (concentrations inequalities) and for the central limit theorem (Berry-Esseen bounds). All constants are given in an explicit form.
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concentration inequalities
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Berry-Esseen bounds
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Markov chains
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spectral gap property
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Markov chain Monte Carlo method
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0.8451656103134155
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0.8106832504272461
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0.8095949292182922
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0.8051864504814148
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0.7900979518890381
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