Deviation inequalities for separately Lipschitz functionals of composition of random functions
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Publication:2320152
DOI10.1016/J.JMAA.2019.07.011zbMATH Open1479.60041OpenAlexW2963383547WikidataQ127592683 ScholiaQ127592683MaRDI QIDQ2320152FDOQ2320152
Abstract: We consider a class of non-homogeneous Markov chains, that contains many natural examples. Next, using martingale methods, we establish some deviation and moment inequalities for separately Lipschitz functions of such a chain, under moment conditions on some dominating random variables.
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Cited in
(5)- Deviation inequalities for stochastic approximation by averaging
- Deviation inequalities for separately Lipschitz functionals of iterated random functions
- Deviation inequalities for a supercritical branching process in a random environment
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- High-dimensional VAR with low-rank transition
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