Details

Autor(en) / Beteiligte

• Sandrić, Nikola
• Šebek, Stjepan

Titel

Hoeffding’s inequality for non-irreducible Markov models

Ist Teil von

• Statistics & probability letters, 2023-09, Vol.200, p.109870, Article 109870

Ort / Verlag

Elsevier B.V

Erscheinungsjahr

2023

Link zum Volltext

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• In this article, we establish Hoeffding’s inequality for bounded Lipschitz functions of a class of not necessarily irreducible Markov models. The result complements the existing literature on this topic where Hoeffding’s inequality for bounded measurable functions of a class of irreducible Markov models has been considered. Our approach is based on the assumption of uniform ergodicity of the underlying Markov model in L1-Wasserstein space.