Concentration of Markov chains with bounded moments

DOI10.1214/19-AIHP1039MaRDI QIDQ2227486FDOQ2227486

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

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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)

Cites Work

• High-Dimensional Probability
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• Optimal Hoeffding bounds for discrete reversible Markov chains.
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• Chernoff-type bound for finite Markov chains
• A Chernoff Bound for Random Walks on Expander Graphs
• Derandomizing the Ahlswede-Winter matrix-valued Chernoff bound using pessimistic estimators, and applications
• A Hoeffding inequality for Markov chains
• Effective Berry-Esseen and concentration bounds for Markov chains with a spectral gap
• 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
• Large Deviation Bounds for Markov Chains
• A large deviation inequality for vector functions on finite reversible Markov chains
• Tail Estimates for Sums of Variables Sampled by a Random Walk

Cited In (9)

• Concentration inequalities for Markov processes via coupling
• A martingale minimax exponential inequality for Markov chains
• Concentration of Markov chains with bounded moments
• Transportation and concentration inequalities for bifurcating Markov chains
• A method to derive concentration of measure bounds on Markov chains
• 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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