Concentration of Markov chains with bounded moments

DOI10.1214/19-AIHP1039MaRDI QIDQ2227486zbMATH OpenFDO

Authors Assaf Naor, Shravas Rao, Oded Regev

Publication date 15 February 2021

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1906.07260, https://projecteuclid.org/euclid.aihp/1593137328

zbMATH Keywords

Markov chainsexpander graphsconcentration boundsGillman's theorem

Mathematics Subject Classification ID

Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• scientific article; zbMATH DE number 3536702 (Why is no real title available?)
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• A Chernoff Bound for Random Walks on Expander Graphs
• A Hoeffding inequality for Markov chains
• A large deviation inequality for vector functions on finite reversible Markov chains
• A matrix expander Chernoff bound
• A probability inequality for the occupation measure of a reversible Markov chain
• Chernoff-Hoeffding bounds for Markov chains: generalized and simplified
• Chernoff-type bound for finite Markov chains
• Concentration inequalities for Markov chains by Marton couplings and spectral methods
• Derandomizing the Ahlswede-Winter matrix-valued Chernoff bound using pessimistic estimators, and applications
• Effective Berry-Esseen and concentration bounds for Markov chains with a spectral gap
• High-dimensional probability. An introduction with applications in data science
• Intermediate spaces and interpolation, the complex method
• Large Deviation Bounds for Markov Chains
• Optimal Hoeffding bounds for discrete reversible Markov chains.
• Tail Estimates for Sums of Variables Sampled by a Random Walk

Cited in

(13)

• Concentration inequalities for Markov processes via coupling
• Concentration inequalities for Markov chains by Marton couplings and spectral methods
• A martingale minimax exponential inequality for Markov chains
• Effective Berry-Esseen and concentration bounds for Markov chains with a spectral gap
• Gaussian concentration bounds for stochastic chains of unbounded memory
• Transportation and concentration inequalities for bifurcating Markov chains
• A method to derive concentration of measure bounds on Markov chains
• Concentration of Markov chains with bounded moments
• Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-type inequalities for Markov chains and related processes
• The Littlewood-Offord problem for Markov chains
• A Hoeffding inequality for Markov chains
• Robust projected principal component analysis for large-dimensional semiparametric factor modeling
• Concentration of Markov chains indexed by trees

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