Towards a Banach Space Chernoff Bound for Markov Chains via Chaining Arguments

Shravas Rao

Let $\{Y_i{\}}_{i=1}^{\infty }$ be a stationary reversible Markov chain with state space $[N]$, let $(X,\Vert \cdot \Vert )$ be a real-valued Banach space and let $f_1, \ldots, f_n: [N] \ri…