Hoeffding's inequality for Markov processes via solution of Poisson's equation
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Publication:2048176
DOI10.1007/s11464-021-0898-5zbMath1482.60094OpenAlexW3158007355MaRDI QIDQ2048176
Publication date: 5 August 2021
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-021-0898-5
Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Large deviations (60F10)
Related Items
Hoeffding's inequality for non-irreducible Markov models, Matrix-Analytic Methods for Solving Poisson’s Equation with Applications to Markov Chains of GI/G/1-Type, Augmented truncation approximations to the solution of Poisson's equation for Markov chains
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