Subexponential Concentration Inequalities for Bifurcating Markov Chains

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.

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Publication Details

Journal
Markov Processes And Related Fields
Published
2024-08-26
DOI
https://doi.org/10.61102/1024-2953-mprf.2024.30.2.002
Primary Topic
Markov Chains and Monte Carlo Methods
Type
article
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article

Subexponential Concentration Inequalities for Bifurcating Markov Chains

Neng-Yi Wang
Markov Processes And Related Fields
Markov Chains and Monte Carlo Methods
article

Subexponential Concentration Inequalities for Bifurcating Markov Chains

Neng-Yi Wang
article en

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.

Markov Processes And Related Fields(2024 №2 (30))
Reduced inequalities
Openalex Percentile: Top 86%
Markov Chains and Monte Carlo Methods
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Subexponential Concentration Inequalities for Bifurcating Markov Chains — Neng-Yi Wang · Markov Processes And Related Fields (2024) | TGRS Research Map | TGRS