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Mixing times for uniformly ergodic Markov chains

✍ Scribed by David Aldous; László Lovász; Peter Winkler


Book ID
108432971
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
981 KB
Volume
71
Category
Article
ISSN
0304-4149

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Hoeffding's inequality for uniformly erg
✍ Peter W. Glynn; Dirk Ormoneit 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 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