Hoeffding's inequality for uniformly ergodic Markov chains
Hoeffding's inequality for uniformly ergodic Markov chains
复制标题
DOI：
10.1016/s0167-7152(01)00158-4
复制
发表时间：
2002-01-15
影响因子：
0.8
通讯作者：
Ormoneit, D
中科院分区：
文献类型：
--
作者：
Glynn, PW;Ormoneit, D
我们将 Hoeffding 不等式推广到从一致遍历马尔可夫链导出的部分和。在我们需要对边界中出现的常数进行统一控制的情况下，我们对这些总和与其期望的偏差的指数不等式特别有用。 (C) 2002 Elsevier Science B.V. 保留所有权利。
We provide a generalization of Hoeffding's inequality to partial sums that are derived from a uniformly ergodic Markov chain. Our exponential inequality on the deviation of these sums from their expectation is particularly useful in situations where we require uniform control on the constants appearing in the bound. (C) 2002 Elsevier Science B.V. All rights reserved.