Open Access
Translator Disclaimer
2015 Subgaussian concentration inequalities for geometrically ergodic Markov chains
Jérôme Dedecker, Sébastien Gouëzel
Author Affiliations +
Electron. Commun. Probab. 20: 1-12 (2015). DOI: 10.1214/ECP.v20-3966

Abstract

We prove that an irreducible aperiodic Markov chain is geometrically ergodic if and only if any separately bounded functional of the stationary chain satisfies an appropriate subgaussian deviation inequality from its mean.

Citation

Download Citation

Jérôme Dedecker. Sébastien Gouëzel. "Subgaussian concentration inequalities for geometrically ergodic Markov chains." Electron. Commun. Probab. 20 1 - 12, 2015. https://doi.org/10.1214/ECP.v20-3966

Information

Accepted: 19 September 2015; Published: 2015
First available in Project Euclid: 7 June 2016

zbMATH: 1329.60251
MathSciNet: MR3407208
Digital Object Identifier: 10.1214/ECP.v20-3966

JOURNAL ARTICLE
12 PAGES


SHARE
Back to Top