Bernstein type's concentration inequalities for symmetric Markov processes
classification
🧮 math.PR
keywords
inequalitiesapproachbernsteinconcentrationmarkovmethodsymmetrictype
read the original abstract
Using the method of transportation-information inequality introduced in \cite{GLWY}, we establish Bernstein type's concentration inequalities for empirical means $\frac 1t \int_0^t g(X_s)ds$ where $g$ is a unbounded observable of the symmetric Markov process $(X_t)$. Three approaches are proposed : functional inequalities approach ; Lyapunov function method ; and an approach through the Lipschitzian norm of the solution to the Poisson equation. Several applications and examples are studied.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.