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A measure concentration inequality for contracting markov chains

✍ Scribed by K. Marton

Book ID
105512737
Publisher
Springer
Year
1996
Tongue
English
Weight
578 KB
Volume
6
Category
Article
ISSN
1016-443X

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πŸ“œ SIMILAR VOLUMES

Hoeffding's inequality for uniformly erg
Hoeffding's inequality for uniformly ergodic Markov chains
✍ Peter W. Glynn; Dirk Ormoneit πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 72 KB

We provide a generalization of Hoe ding's inequality to partial sums that are derived from a uniformly ergodic Markov chain. Our exponential inequality on the deviation of these sums from their expectation is particularly useful in situations where we require uniform control on the constants appeari