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
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
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