Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154770 | Statistics & Probability Letters | 2014 | 6 Pages |
Abstract
Let (Xn)n≥1(Xn)n≥1 be a Markov chain on a general state space with stationary distribution ππ and a spectral gap in the space Lπ2. In this paper, we prove that the probabilities of large deviations of sums Sn=∑k=1nf(Xk) satisfy an inequality of Hoeffding type. We generalize results of León and Perron (2004) in two directions; in our paper the state space is general and we do not assume reversibility.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Błażej Miasojedow,