Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Exponential inequalities for unbounded functions of geometrically
  ergodic Markov chains. Applications to quantitative error bounds for
  regenerative Metropolis algorithms   The aim of this note is to investigate the concentration properties of
unbounded functions of geometrically ergodic Markov chains. We derive
concentration properties of centered functions with respect to the square of
the Lyapunov's function in the drift condition satisfied by the Markov chain.
We apply the new exponential inequalities to derive confidence intervals for
MCMC algorithms. Quantitative error bounds are providing for the regenerative
Metropolis algorithm of [5].

29
The categories of this paper are: funct-an
7
The categories of this paper are: hep-th
21
The categories of this paper are: adap-org
23
The categories of this paper are: solv-int
3
The categories of this paper are: physics
27
The categories of this paper are: comp-gas
19
The categories of this paper are: eess
15
The categories of this paper are: nucl-ex
18
The categories of this paper are: econ
4
The categories of this paper are: cond-mat
26
The categories of this paper are: bayes-an
8
The categories of this paper are: hep-ex
10
The categories of this paper are: q-bio
12
The categories of this paper are: nucl-th
0
The categories of this paper are: hep-ph
5
The categories of this paper are: gr-qc