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math.PR2019
Concentration of Markov chains with bounded moments
Assaf Naor, Shravas Rao, Oded Regev
Let be a finite state stationary Markov chain, and suppose that is a real-valued function on the state space. If is bounded, then Gillman's expande…
math.PR2018
A Hoeffding inequality for Markov chains
Shravas Rao
We prove deviation bounds for the random variable in which is a Markov chain with stationary distribution and state space ,…
math.PR2012★ 1 cited
Finding hitting times in various graphs
Shravas Rao
The hitting time, h_uv, of a random walk on a finite graph G, is the expected time for the walk to reach vertex v given that it started at vertex u. We present two methods of calcu…