Optimal Hoeffding bounds for discrete reversible Markov chains

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dc.creatorLeon, Carlos A.
dc.creatorPerron, Francois
dc.date2004-05-14
dc.date.accessioned2026-07-07T05:08:17Z
dc.date.available2026-07-07T05:08:17Z
dc.descriptionWe 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_πf, the end-points of the support of f, the sample size n and the second largest eigenvalue λof the transition matrix.
dc.identifierhttps://arxiv.org/abs/math/0405296
dc.identifierhttp://arxiv.org/abs/math/0405296
dc.identifierAnnals of Applied Probability 2004, Vol. 14, No. 2, 958-970
dc.identifierdoi:10.1214/105051604000000170
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/71204
dc.subjectProbability
dc.subject65C05. (Primary)
dc.titleOptimal Hoeffding bounds for discrete reversible Markov chains
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