Large and moderate deviations for bounded functions of slowly mixing markov chains

2016/07/21 by Jérôme Dedecker, Dedecker, J, Sébastien Gouëzel +3
Business, Management and Accounting · Engineering · Mathematics · #Advanced Queuing Theory Analysis #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stability and Control of Uncertain Systems

paper · pdf · doi:10.48550/arxiv.1607.06224

openalex publication_date 2016/07/21 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities. These inequalities can be applied in various natural situations coming from probability theory or dynamical systems. Finally, we discuss examples from these various settings showing that our inequalities are sharp.

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