A method to derive concentration of measure bounds on Markov chains

DOI10.1214/ECP.V20-3817zbMath1334.60147arXiv1407.6306OpenAlexW3104263681MaRDI QIDQ907978

Stephen Ng, Meg Walters

Publication date: 2 February 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.6306

zbMATH Keywords

Markov chainspectral gapconcentration of measure

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Random matrices (probabilistic aspects) (60B20) Discrete-time Markov processes on general state spaces (60J05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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