Effective Berry–Esseen and concentration bounds for Markov chains with a spectral gap

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Class of Markov Chains with No Spectral Gap

In this paper we extend the results of the research started in [6] and [7], in which Karlin-McGregor diagonalization of certain reversible Markov chains over countably infinite general state spaces by orthogonal polynomials was used to estimate the rate of convergence to a stationary distribution. We use a method of Koornwinder [5] to generate a large and interesting family of random walks whic...

متن کامل

Markov Chains and Spectral Clustering

The importance of Markov chains in modeling diverse systems, including biological, physical, social and economic systems, has long been known and is well documented. More recently, Markov chains have proven to be effective when applied to internet search engines such as Google’s PageRank model [7], and in data mining applications wherein data trends are sought. It is with this type of Markov ch...

متن کامل

Stochastic Bounds for Censored Markov Chains

Censored Markov chains (CMC) allow to represent the conditional behavior of a system within a subset of observed states. They provide a theoretical framework to study the truncation of a discrete-time Markov chain when the generation of the state-space is too hard or when the number of states is too large. But the stochastic matrix of a CMC may be difficult to obtain. Dayar et al. (2006) have p...

متن کامل

Large Deviation Bounds for Markov Chains

We study the fraction of time that a Markov chain spends in a given subset of states. We give an exponential bound on the probability that it exceeds its expectation by a constant factor. Our bound depends on the mixing properties of the chain, and is asymptotically optimal for a certain class of Markov chains. It beats the best previously known results in this direction. We present an applicat...

متن کامل

Geometric Bounds for Eigenvalues of Markov Chains

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your perso...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Applied Probability

سال: 2019

ISSN: 1050-5164

DOI: 10.1214/18-aap1438