Abstract
In this paper, under a weak and general condition, we establish explicit McDiarmid type concentration inequalities for general functionals of Wasserstein contractive Markov chains. Our approach is different from those commonly used to establish McDiarmid’s inequalities. In particular cases, our result recovers some existing concentration inequalities.
Acknowledgments
The author would like to thank the Editor and the referee for their valuable feedback and suggestions, which improve the quality of the paper.
Citation
Neng-Yi Wang. "McDiarmid type inequalities for Wasserstein contractive Markov chains." Electron. Commun. Probab. 30 1 - 13, 2025. https://doi.org/10.1214/25-ECP655
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