Abstract

In this paper, for bifurcating Markov chains, under weak and general conditions, we establish explicit subexponential concentration inequalities for different types of empirical means of unbounded functions. The subexponential concentration captures the tail behavior of distributions that are less concentrated than the Gaussian distribution. In particular cases, our results recover the existing subgaussian concentration.

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 call

Disclaimer: 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.