Hoeffding's inequality for uniformly ergodic Markov chains

Statistics and Probability Letters

Volumn 56, Issue 2, 2002, Pages 143-146

  Glynn, Peter W ^a   Ormoneit, Dirk ^a  

^a Stanford University   (United States)

Author keywords

Hoeffding's inequality; Large deviations; Markov chains

Indexed keywords

EID: 0037079674     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00158-4     Document Type: Article

References (11)

1. Stationarity detection in the initial transient problem
2. Weighted sums of certain dependent random variables
3. Multiplicative ergodicity for irreducible Markov chains
4. Stochastic Processes
5. Probability inequalities for sums of bounded random variables
6. Kernel-based reinforcement learning in average-cost problems
7. Rates of Convergence for Gibbs Sampler and other Markov Chains