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  • 标题:A quantitative McDiarmid’s inequality for geometrically ergodic Markov chains
  • 本地全文:下载
  • 作者:Antoine Havet ; Matthieu Lerasle ; Eric Moulines
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2020
  • 卷号:25
  • DOI:10.1214/20-ECP286
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:We state and prove a quantitative version of the bounded difference inequality for geometrically ergodic Markov chains. Our proof uses the same martingale decomposition as [2] but, compared to this paper, the exact coupling argument is modified to fill a gap between the strongly aperiodic case and the general aperiodic case.
  • 关键词:concentration inequalities; Markov chains; geometric ergodicity; coupling
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