HOEFFDING'S INEQUALITIES FOR GEOMETRICALLY ERGODIC MARKOV CHAINS ON GENERAL STATE SPACE ∗
暂无分享,去创建一个
[1] J. Rosenthal,et al. Geometric Ergodicity and Hybrid Markov Chains , 1997 .
[2] P. Lezaud. Chernoff-type bound for finite Markov chains , 1998 .
[3] P. Glynn,et al. Hoeffding's inequality for uniformly ergodic Markov chains , 2002 .
[4] Optimal Hoeffding bounds for discrete reversible Markov chains , 2004, math/0405296.
[5] Sean P. Meyn,et al. Relative entropy and exponential deviation bounds for general Markov chains , 2005, Proceedings. International Symposium on Information Theory, 2005. ISIT 2005..
[6] Gareth O. Roberts,et al. Variance bounding Markov chains. , 2008, 0806.2747.
[7] S. Meyn,et al. Geometric ergodicity and the spectral gap of non-reversible Markov chains , 2009, 0906.5322.