Concentration Inequalities

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

Let (Formula Presented) be a measurable space, (Formula Presented) a probability space, and an (Formula Presented) -valued stochastic process. The concentration of measure phenomenon occurs when a function (Formula Presented) takes values that are close to the mean value of (Formula Presented) (provided such a quantity exists). This phenomenon has been extensively studied in the case that is a sequence of independent random variables. We consider in this chapter the case of a homogeneous Markov chain.

Original languageEnglish
Title of host publicationSpringer Series in Operations Research and Financial Engineering
PublisherSpringer Nature
Pages575-601
Number of pages27
DOIs
Publication statusPublished - 1 Jan 2018

Publication series

NameSpringer Series in Operations Research and Financial Engineering
ISSN (Print)1431-8598
ISSN (Electronic)2197-1773

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