A quantitative Mc Diarmid's inequality for geometrically ergodic Markov chains
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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 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.
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