Hoeffding’s inequality for non-irreducible Markov models
Statistics & Probability Letters, ISSN: 0167-7152, Vol: 200, Page: 109870
2023
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Article Description
In this article, we establish Hoeffding’s inequality for bounded Lipschitz functions of a class of not necessarily irreducible Markov models. The result complements the existing literature on this topic where Hoeffding’s inequality for bounded measurable functions of a class of irreducible Markov models has been considered. Our approach is based on the assumption of uniform ergodicity of the underlying Markov model in L1 -Wasserstein space.
Bibliographic Details
http://www.sciencedirect.com/science/article/pii/S0167715223000949; http://dx.doi.org/10.1016/j.spl.2023.109870; http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=85160825708&origin=inward; https://linkinghub.elsevier.com/retrieve/pii/S0167715223000949; https://dx.doi.org/10.1016/j.spl.2023.109870
Elsevier BV
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