A martingale minimax exponential inequality for Markov chains

DOI10.1090/proc/16468zbMath1517.60082arXiv2211.04856OpenAlexW4323112102MaRDI QIDQ6106074

Raphaël Cerf

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

Mathematics Subject Classification ID

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
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