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arXiv 2102.09215math.DSmath.FAmath.PR
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有效浓度界限的玩具示例

Toy examples for effective concentration bounds

Benoît Kloeckner

摘要:

本文证明了各种泛函空间上各种马尔可夫链的谱间隙。虽然证明谱隙存在是相对常见的,但显式估计似乎有些罕见。这些估计然后被用于应用“具有谱隙的马尔可夫链的有效极限定理”的浓度不等式(目前的大部分材料是该文章第3节的一部分,在已出版的版本中已减少到其核心)。

英文摘要:

In this note we prove a spectral gap for various Markov chains on various functional spaces. While proving that a spectral gap exists is relatively common, explicit estimates seems somewhat rare.These estimates are then used to apply the concentration inequalities of "Effective limit theorems for Markov chains with a spectral gap" (most of the present material was part of Section 3 of that article, which has been reduced to its core in the published version).

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