Tail Estimates for Sums of Variables Sampled by a Random Walk
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Publication:3512608
DOI10.1017/S0963548307008772zbMath1144.60308arXivmath/0608740MaRDI QIDQ3512608
Publication date: 21 July 2008
Published in: Combinatorics, Probability and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0608740
Markov processes: estimation; hidden Markov models (62M05) Sums of independent random variables; random walks (60G50)
Related Items (5)
A Hoeffding inequality for Markov chains ⋮ Unnamed Item ⋮ Concentration of Markov chains with bounded moments ⋮ Fast Low-Cost Estimation of Network Properties Using Random Walks ⋮ Uniform Chernoff and Dvoretzky-Kiefer-Wolfowitz-type inequalities for Markov chains and related processes
Cites Work
- Chernoff-type bound for finite Markov chains
- Optimal Hoeffding bounds for discrete reversible Markov chains.
- A probability inequality for the occupation measure of a reversible Markov chain
- A large deviation inequality for vector functions on finite reversible Markov chains
- Logarithmic reduction of the level of randomness in some probabilistic geometric constructions
- Probability Inequalities for the Sum of Independent Random Variables
- Expander graphs and their applications
- A Chernoff Bound for Random Walks on Expander Graphs
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