Concentration inequalities for additive functionals: A martingale approach-Reference-Cited by-同舟云学术

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Concentration inequalities for additive functionals: A martingale approach

Published:2021-05 Issue: Volume:135 Page:103-138
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Pepin Bob

Funder

Fonds National de la Recherche Luxembourg

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference40 articles.

1. Computation of sensitivities for the invariant measure of a parameter dependent diffusion;Assaraf;Stoch. Partial Differ. Equ. Anal. Comput.,2017

2. Analysis and Geometry of Markov Diffusion Operators;Bakry,2014

3. Concentration Inequalities for Sums and Martingales;Bercu,2015

4. Concentration inequalities: a nonasymptotic theory of independence;Boucheron,2013

5. Large deviations for quadratic functionals of Gaussian processes;Bryc;J. Theor. Probab.,1997

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Improving Hoeffding’s inequality using higher moments information;Statistics & Probability Letters;2023-10

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