Effective Berry-Esseen and concentration bounds for Markov chains with a spectral gap

DOI10.1214/18-AAP1438zbMath1447.60129arXiv1703.09623WikidataQ128350207 ScholiaQ128350207MaRDI QIDQ2415513

Benoît R. Kloeckner

Publication date: 22 May 2019

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.09623

zbMATH Keywords

Markov chainsMarkov chain Monte Carlo methodBerry-Esseen boundsconcentration inequalitiesspectral gap property

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Approximations to statistical distributions (nonasymptotic) (62E17)

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