Open Access
2025 Concentration of tree-indexed Markov chains on unbounded spaces
Jia Sun, Neng-Yi Wang
Author Affiliations +
Electron. Commun. Probab. 30: 1-12 (2025). DOI: 10.1214/24-ECP651

Abstract

This paper presents a concentration inequality for tree-indexed Markov chains taking values on general metric spaces. It not only generalizes known results from bounded spaces to unbounded spaces, but also captures tail behaviors that can be heavier than those of Gaussian distributions.

Funding Statement

Supported by the National Natural Science Foundation of China (Grant No. 12171173).

Acknowledgments

The authors would like to thank the Editor and the referee for their comments, which improve the quality of the paper.

Citation

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Jia Sun. Neng-Yi Wang. "Concentration of tree-indexed Markov chains on unbounded spaces." Electron. Commun. Probab. 30 1 - 12, 2025. https://doi.org/10.1214/24-ECP651

Information

Received: 25 September 2024; Accepted: 27 December 2024; Published: 2025
First available in Project Euclid: 13 January 2025

Digital Object Identifier: 10.1214/24-ECP651

Subjects:
Primary: 60E15 , 60J05

Keywords: Concentration inequalities , tree-indexed Markov chains , unbounded spaces

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