1,253 research outputs found
Subgaussian concentration inequalities for geometrically ergodic Markov chains
We prove that an irreducible aperiodic Markov chain is geometrically ergodic
if and only if any separately bounded functional of the stationary chain
satisfies an appropriate subgaussian deviation inequality from its mean
Moment bounds for dependent sequences in smooth Banach spaces
We prove a Marcinkiewicz-Zygmund type inequality for random variables taking
values in a smooth Banach space. Next, we obtain some sharp concentration
inequalities for the empirical measure of , on a class
of smooth functions, when belongs to a class of nonuniformly expanding maps
of the unit interval.Comment: 27 page
Behavior of the empirical Wasserstein distance in R^d under moment conditions
We establish some deviation inequalities, moment bounds and almost sure
results for the Wasserstein distance of order p [1, ) between the
empirical measure of independent and identically distributed R d-valued random
variables and the common distribution of the variables. We only assume the
existence of a (strong or weak) moment of order rp for some r > 1, and we
discuss the optimality of the bounds. Mathematics subject classification.
60B10, 60F10, 60F15, 60E15
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