pith. sign in

arxiv: math/0405296 · v1 · submitted 2004-05-14 · 🧮 math.PR

Optimal Hoeffding bounds for discrete reversible Markov chains

classification 🧮 math.PR
keywords boundsmarkovoptimalreversiblearbitraryboundedbuildchain
0
0 comments X
read the original abstract

We build optimal exponential bounds for the probabilities of large deviations of sums \sum_{k=1}^nf(X_k) where (X_k) is a finite reversible Markov chain and f is an arbitrary bounded function. These bounds depend only on the stationary mean E_{\pi}f, the end-points of the support of f, the sample size n and the second largest eigenvalue \lambda of the transition matrix.

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.