PlumX Metrics
Embed PlumX Metrics

Hoeffding’s inequality for non-irreducible Markov models

Statistics & Probability Letters, ISSN: 0167-7152, Vol: 200, Page: 109870
2023
  • 0
    Citations
  • 0
    Usage
  • 1
    Captures
  • 0
    Mentions
  • 0
    Social Media
Metric Options:   Counts1 Year3 Year

Metrics Details

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.

Provide Feedback

Have ideas for a new metric? Would you like to see something else here?Let us know