Abstract
Let SN be the sum of vector-valued functions defined on a finite Markov chain. An analogue of the Bernstein–Hoeffding inequality is derived for the probability of large deviations of SN and relates the probability to the spectral gap of the Markov chain. Examples suggest that this inequality is better than alternative inequalities if the chain has a sufficiently large spectral gap and the function is high-dimensional.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
