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Volumn 2005, Issue , 2005, Pages 1563-1567

Relative entropy and exponential deviation bounds for general markov chains

Author keywords

[No Author keywords available]

Indexed keywords

DOEBLIN CHAINS; ELEMENTARY TOOLS; HOEFFDING BOUNDS;

EID: 33749435449     PISSN: 21578099     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ISIT.2005.1523607     Document Type: Conference Paper
Times cited : (36)

References (16)
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    • J.R. Baxter, N.C. Jain, and S.R.S. Varadhan. Some familiar examples for which the large deviation principle does not hold. Comm. Pure Appl. Math., 44(8-9):911-923, 1991.
    • (1991) Comm. Pure Appl. Math. , vol.44 , Issue.8-9 , pp. 911-923
    • Baxter, J.R.1    Jain, N.C.2    Varadhan, S.R.S.3
  • 2
    • 0013414824 scopus 로고    scopus 로고
    • Markov chains, Springer-Verlag, New York, Gibbs fields, Monte Carlo simulation, and queues
    • P. Brémaud. Markov chains, volume 31 of Texts in Applied Mathematics. Springer-Verlag, New York, 1999. Gibbs fields, Monte Carlo simulation, and queues.
    • (1999) Texts in Applied Mathematics , vol.31
    • Brémaud, P.1
  • 5
    • 0000620132 scopus 로고
    • Sanov property, generalized I-projection and a conditional limit theorem
    • I. Csiszár. Sanov property, generalized I-projection and a conditional limit theorem. Ann. Probab., 12(3):768-793, 1984.
    • (1984) Ann. Probab. , vol.12 , Issue.3 , pp. 768-793
    • Csiszár, I.1
  • 6
    • 0032183789 scopus 로고    scopus 로고
    • The method of types
    • Information theory: 1948-1998
    • I. Csiszár. The method of types. IEEE Trans. Inform. Theory, 44(6):2505-2523, 1998. Information theory: 1948-1998.
    • (1998) IEEE Trans. Inform. Theory , vol.44 , Issue.6 , pp. 2505-2523
    • Csiszár, I.1
  • 7
    • 0023670186 scopus 로고
    • Conditional limit theorems under Markov conditioning
    • I. Csiszár, T.M. Cover, and B.S. Choi. Conditional limit theorems under Markov conditioning. IEEE Trans. Inform. Theory, 33(6):788-801, 1987.
    • (1987) IEEE Trans. Inform. Theory , vol.33 , Issue.6 , pp. 788-801
    • Csiszár, I.1    Cover, T.M.2    Choi, B.S.3
  • 8
    • 0037079674 scopus 로고    scopus 로고
    • Hoeffding's inequality for uniformly ergodic Markov chains
    • P.W. Glynn and D. Ormoneit. Hoeffding's inequality for uniformly ergodic Markov chains. Statist. Probab. Lett., 56(2):143-146, 2002.
    • (2002) Statist. Probab. Lett. , vol.56 , Issue.2 , pp. 143-146
    • Glynn, P.W.1    Ormoneit, D.2
  • 9
    • 84947403595 scopus 로고
    • Probability inequalities for sums of bounded random variables
    • W. Hoeffding. Probability inequalities for sums of bounded random variables. J. Amer. Statist. Assoc., 58:13-30, 1963.
    • (1963) J. Amer. Statist. Assoc. , vol.58 , pp. 13-30
    • Hoeffding, W.1
  • 10
    • 26844496127 scopus 로고    scopus 로고
    • Optimal Hoeffding bounds for discrete reversible Markov chains
    • C.A. León and F. Perron. Optimal Hoeffding bounds for discrete reversible Markov chains. Ann. Appl. Probab., 14(2):958-970, 2004.
    • (2004) Ann. Appl. Probab. , vol.14 , Issue.2 , pp. 958-970
    • León, C.A.1    Perron, F.2
  • 11
    • 0032222170 scopus 로고    scopus 로고
    • Chernoff-type bound for finite Markov chains
    • P. Lezaud. Chernoff-type bound for finite Markov chains. Ann. Appl. Probab., 8(3):849-867, 1998.
    • (1998) Ann. Appl. Probab. , vol.8 , Issue.3 , pp. 849-867
    • Lezaud, P.1
  • 15
    • 0004082897 scopus 로고
    • Society for Industrial and Applied Mathematics (SIAM), Philadelphia, Pa
    • S.R.S. Varadhan. Large Deviations and Applications. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, Pa., 1984.
    • (1984) Large Deviations and Applications
    • Varadhan, S.R.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.