McDiarmid type inequalities for Wasserstein contractive Markov chains

被引：0
|
作者：
Wang, Neng-Yi [1 ]
机构：
[1] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Peoples R China
来源：
ELECTRONIC COMMUNICATIONS IN PROBABILITY | 2025年 / 30卷
基金：
中国国家自然科学基金;
关键词：
concentration inequalities; Markov chains; Wasserstein metrics; TRANSPORTATION;
D O I：
10.1214/25-ECP655
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, under a weak and general condition, we establish explicit McDiarmid type concentration inequalities for general functionals of Wasserstein contractive Markov chains. Our approach is different from those commonly used to establish McDiarmid's inequalities. In particular cases, our result recovers some existing concentration inequalities.
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页数：14
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