Transportation inequalities for hidden Markov chains and applications

DOI10.1007/s11425-011-4178-9zbMath1225.60031OpenAlexW2118965511MaRDI QIDQ544858

Shu-Lan Hu

Publication date: 16 June 2011

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-011-4178-9

zbMATH Keywords

exponential forgettinggeometric ergodicitymeasure concentrationhidden Markov chainsdeviation inequalitiestransportation cost-information inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Cites Work

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