Sharp bounds for the tails of functionals of Markov chains

DOI10.1137/S0040585X97984401MaRDI QIDQ3082700zbMATH OpenFDO

Authors Patrice Bertail, Stephan Clémençon

Publication date 16 March 2011

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97984401

zbMATH Keywords

Markov chainprobability inequalitiesregenerative method

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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• Bounds for sums of random variables over a Markov chain
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• General Bernstein-like inequality for additive functionals of Markov chains
• Exponential inequalities for nonstationary Markov chains
• Statistical learning based on Markovian data maximal deviation inequalities and learning rates
• A renewal approach to Markovian \(U\)-statistics
• Deviation inequalities for separately Lipschitz functionals of composition of random functions
• Bernstein-type exponential inequalities in survey sampling: conditional Poisson sampling schemes
• Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
• Nonasymptotic bounds on the estimation error of MCMC algorithms
• A Hoeffding inequality for Markov chains
• Precise large deviations for dependent regularly varying sequences
• New Bernstein and Hoeffding type inequalities for regenerative Markov chains
• scientific article; zbMATH DE number 850394 (Why is no real title available?)
• Bootstrapping robust statistics for Markovian data applications to regenerative \(R\)-statistics and \(L\)-statistics
• Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms
• Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times
• deviation bounds for additive functionals of markov processes
• Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains
• A Bernstein type inequality and moderate deviations for weakly dependent sequences
• Subgaussian concentration inequalities for geometrically ergodic Markov chains

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