A quantitative Mc Diarmid's inequality for geometrically ergodic Markov chains (1907.02809v1)

Abstract: We state and prove a quantitative version of the bounded difference inequality for geometrically ergodic Markov chains. Our proof uses the same martingale decomposition as \cite{MR3407208} but, compared to this paper, the exact coupling argument is modified to fill a gap between the strongly aperiodic case and the general aperiodic case.