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Hoeffding's inequality for Markov processes via solution of Poisson's equation

Liu, YY; Liu, JP

Liu, YY (corresponding author), Cent South Univ, Sch Math & Stat, New Campus, Changsha 410083, Peoples R China.

FRONTIERS OF MATHEMATICS IN CHINA, 2021; 16 (2): 543

Abstract

We investigate Hoeffding's inequality for both discrete-time Markov chains and continuous-time Markov processes on a general state space. Our results ......

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