
A quantitative Mc Diarmid's inequality for geometrically ergodic Markov chains
We state and prove a quantitative version of the bounded difference ineq...
read it

Hoeffding's lemma for Markov Chains and its applications to statistical learning
We establish the counterpart of Hoeffding's lemma for Markov dependent r...
read it

A sharp inequality for Kendall's τ and Spearman's ρ of ExtremeValue Copulas
We derive a new (lower) inequality between Kendall's tau? and Spearman's...
read it

Approximate quantum Markov chains
This book is an introduction to quantum Markov chains and explains how t...
read it

Markov chains in random environment with applications in queueing theory and machine learning
We prove the existence of limiting distributions for a large class of Ma...
read it

Concentration inequality for Ustatistics of order two for uniformly ergodic Markov chains, and applications
We prove a new concentration inequality for Ustatistics of order two fo...
read it

Reversible Markov chains: variational representations and ordering
This pedagogical document explains three variational representations tha...
read it
Bernstein's inequality for general Markov chains
We prove a sharp Bernstein inequality for generalstatespace and not necessarily reversible Markov chains. It is sharp in the sense that the variance proxy term is optimal. Our result covers the classical Bernstein's inequality for independent random variables as a special case.
READ FULL TEXT
Comments
There are no comments yet.