A martingale minimax exponential inequality for Markov chains
From MaRDI portal
Publication:6106074
DOI10.1090/proc/16468zbMath1517.60082arXiv2211.04856OpenAlexW4323112102MaRDI QIDQ6106074
Publication date: 27 June 2023
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2211.04856
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)
Cites Work
- Subgaussian concentration inequalities for geometrically ergodic Markov chains
- Concentration inequalities for Markov processes via coupling
- Optimal Hoeffding bounds for discrete reversible Markov chains.
- The random walk penalised by its range in dimensions \(d\geqslant 3\)
- Concentration of Markov chains with bounded moments
- A large deviation inequality for vector functions on finite reversible Markov chains
- Exponential concentration inequalities for additive functionals of Markov chains
- Bernstein-type Concentration Inequalities for Symmetric Markov Processes
- Asymptotic evaluation of certain markov process expectations for large time, II
- deviation bounds for additive functionals of markov processes
- Minimax Theorems
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: A martingale minimax exponential inequality for Markov chains