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Pré-Publication, Document De Travail Année : 2017

Toy examples for effective concentration bounds

Résumé

In this note we prove a spectral gap for various Markov chains on various functional spaces. While proving that a spectral gap exists is relatively common, explicit estimates seems somewhat rare. These estimates are then used to apply the concentration inequalities of "Effective limit theorems for Markov chains with a spectral gap" (most of the present material was part of Section 3 of that article, which has been reduced to its core in the published version).
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Dates et versions

hal-03144312 , version 1 (17-02-2021)

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Benoît Kloeckner. Toy examples for effective concentration bounds. 2017. ⟨hal-03144312⟩
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