Concentration of Measure for Products of Markov Kernels and Graph Products via Functional Inequalities
2001 ◽
Vol 10
(1)
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pp. 1-28
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We present versions of concentration inequalities for products of Markov kernels and graph products. We also present discussions of a variety of consequences such as sharp upper bounds, in terms of the diameter of the state space, on the spectral gap.
2011 ◽
Vol 2011
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pp. 1-18
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2021 ◽
Vol 104
◽
pp. 103294
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Predicting equity premium using dynamic model averaging. Does the state–space representation matter?
2021 ◽
Vol 57
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pp. 101442
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1990 ◽
Vol 112
(1)
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pp. 83-87
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