Measure Concentration of Markov Tree Processes

Leonid Kontorovich

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Measure Concentration of Markov Tree Processes

Leonid Kontorovich

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Abstract

We prove an apparently novel concentration of measure result for Markov tree processes. The bound we derive reduces to the known bounds for Markov processes when the tree is a chain, thus strictly generalizing the known Markov process concentration results. We employ several techniques of potential independent interest, especially for obtaining similar results for more general directed acyclic graphical models.

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BibTeX RIS

Leonid Kontorovich. 2006-10-01. Measure Concentration of Markov Tree Processes. https://arxiv.org/abs/math/0608511

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