Gaussian concentration bounds for stochastic chains of unbounded memory
Author:
Affiliation:
1. Centre de Physique Théorique, CNRS, Institut Polytechnique de Paris
2. Departamento de Estatística, Universidade Federal de São Carlos
3. Instituto do Cérebro, Universidade Federal do Rio Grande do Norte
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference56 articles.
1. Douc, R., Moulines, E., Priouret, P. and Soulier, P. (2018). Markov Chains. Springer Series in Operations Research and Financial Engineering. Springer, Cham.
2. McDiarmid, C. (1989). On the method of bounded differences. In Surveys in Combinatorics, 1989 (Norwich, 1989). London Mathematical Society Lecture Note Series 141 148–188. Cambridge Univ. Press, Cambridge.
3. BOBKOV, S. G. and GÖTZE, F. (1999). Exponential integrability and transportation cost related to logarithmic Sobolev inequalities. J. Funct. Anal. 163 1–28.
4. MCCULLAGH, P. and NELDER, J. A. (1983). Generalized Linear Models. Monographs on Statistics and Applied Probability. CRC Press, London.
5. ANTOS, A. and KONTOYIANNIS, I. (2001). Convergence properties of functional estimates for discrete distributions. Random Structures Algorithms 19 163–193.
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