A common tool in the practice of Markov chain Monte Carlo (MCMC) is to use approximating transition kernels to speed up computation when the desired kernel is slow to evaluate or is intractable. A ...
We build optimal exponential bounds for the probabilities of large deviations of sums $\sum_{k=1}^n f(X_k)$ where (Xk) is a finite reversible Markov chain and f is an arbitrary bounded function. These ...
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