Transportation inequalities for hidden Markov chains and applications

DOI10.1007/S11425-011-4178-9MaRDI QIDQ544858zbMATH OpenOpenAlexFDO

Authors 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

geometric ergodicitymeasure concentrationhidden Markov chainsdeviation inequalitiesexponential forgettingtransportation 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)

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Cites work

• scientific article; zbMATH DE number 846906 (Why is no real title available?)
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• Products of Random Matrices
• The concentration of measure phenomenon
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
• Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities

Cited in

(1)

• Transportation and concentration inequalities for bifurcating Markov chains

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