Bernstein type's concentration inequalities for symmetric Markov processes

Details Bernstein type's concentration inequalities for symmetric Markov processes Bernstein type's concentration inequalities for symmetric Markov processes

2010-02-10

arxiv.org/abs/1002.2163v2

Mathematics

Probability

Scientific paper

Using the method of transportation-information inequality introduced in \cite{GLWY}, we establish Bernstein type's concentration inequalities for empirical means $\frac 1t \int_0^t g(X_s)ds$ where $g$ is a unbounded observable of the symmetric Markov process $(X_t)$. Three approaches are proposed : functional inequalities approach ; Lyapunov function method ; and an approach through the Lipschitzian norm of the solution to the Poisson equation. Several applications and examples are studied.

Affiliated with

Also associated with

No associations

Rating

Bernstein type's concentration inequalities for symmetric Markov processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Bernstein type's concentration inequalities for symmetric Markov processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Bernstein type's concentration inequalities for symmetric Markov processes will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-239549