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


 
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1. Title Title of document A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
 
2. Creator Author's name, affiliation, country Radoslaw Adamczak; Polish Academy of Sciences
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) concentration inequalities, empirical processes, Markov chains
 
3. Subject Subject classification Primary 60E15, Secondary 60J05
 
4. Description Abstract We present a tail inequality for suprema of empirical processes generated by variables with finite $\psi_\alpha$ 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2008-06-29
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/521
 
10. Identifier Digital Object Identifier 10.1214/EJP.v13-521
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 13
 
12. Language English=en
 
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