A tail inequality for suprema of unbounded empirical processes with applications to Markov chains

@inproceedings{Adamczak2008ATI,
  title={A tail inequality for suprema of unbounded empirical processes with applications to Markov chains},
  author={Rados{\~A}law Adamczak},
  year={2008}
}
  • RadosÃlaw Adamczak
  • Published 2008
We present a tail inequality for suprema of empirical processes generated by variables with finite ψ α norms and apply it to some geometrically ergodic Markov chains to derive similar estimates for empirical processes of such chains, generated by bounded functions. We also obtain a bounded difference inequality for symmetric statistics of such Markov chains. 
Highly Influential
This paper has highly influenced 12 other papers. REVIEW HIGHLY INFLUENTIAL CITATIONS

From This Paper

Topics from this paper.
38 Citations
26 References
Similar Papers

Citations

Publications citing this paper.

References

Publications referenced by this paper.
Showing 1-10 of 26 references

Probability in Banach spaces. Isoperimetry and processes

  • M. Ledoux, M. Talagrand
  • Ergebnisse der Mathematik und ihrer Grenzgebiete…
  • 1991
Highly Influential
4 Excerpts

Markov chains and stochastic stability. Communications and Control Engineering Series

  • S. P. Meyn, R. L. Tweedie
  • 1993
Highly Influential
4 Excerpts

About the constants in Talagrand’s concentration inequalities for empirical processes

  • P. Massart
  • Ann. Probab
  • 2000
Highly Influential
5 Excerpts

Similar Papers

Loading similar papers…