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2025 McDiarmid type inequalities for Wasserstein contractive Markov chains
Neng-Yi Wang
Author Affiliations +
Electron. Commun. Probab. 30: 1-13 (2025). DOI: 10.1214/25-ECP655

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

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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

Information

Received: 15 December 2023; Accepted: 16 January 2025; Published: 2025
First available in Project Euclid: 28 January 2025

Digital Object Identifier: 10.1214/25-ECP655

Subjects:
Primary: 60E15 , 60J05

Keywords: Concentration inequalities , Markov chains , Wasserstein metrics

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