Concentration inequalities for dependent random variables via the martingale method
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Publication:2519678
DOI10.1214/07-AOP384zbMath1154.60310arXivmath/0609835MaRDI QIDQ2519678
Kavita Ramanan, Leonid (Aryeh) Kontorovich
Publication date: 27 January 2009
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0609835
Markov chainsconcentration inequalityhidden Markov chainsmixing coefficientsbounded martingale differencescontracting Markov chainsMcDiarmid's bound
Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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