A quantitative McDiarmid’s inequality for geometrically ergodic Markov chains - Archive ouverte HAL
Article Dans Une Revue Electronic Communications in Probability Année : 2020

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hal-02473182 , version 1 (10-02-2020)

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Antoine Havet, Matthieu Lerasle, Éric Moulines, Elodie Vernet. A quantitative McDiarmid’s inequality for geometrically ergodic Markov chains. Electronic Communications in Probability, 2020, 25, ⟨10.1214/20-ECP286⟩. ⟨hal-02473182⟩
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