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Hoeffding's inequalities: A counterexample

✍ Scribed by Torben Maack Bisgaard

Book ID
112474063
Publisher
Springer US
Year
1990
Tongue
English
Weight
375 KB
Volume
3
Category
Article
ISSN
0894-9840

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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