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arXiv · 2102.09215

Toy examples for effective concentration bounds

Benoît Kloeckner
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Abstract

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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Benoît Kloeckner. 2021-02-18. Toy examples for effective concentration bounds. https://arxiv.org/abs/2102.09215

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