Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains

arXiv2109.00331MaRDI QIDQ6376557

S. P. Samsonov, Eric Moulines, Alexey Naumov, Alain Durmus

Publication date: 1 September 2021

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Numerical analysis or methods applied to Markov chains (65C40)

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