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We prove the first Chernoff-Hoeffding bounds for general nonreversible finite-state Markov chains based on the standard L_1 (variation distance) mixing-time of the chain.
Probability inequalities for sums of bounded random variables
W. Hoeffding · 1963
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Some inequalities for reversible markov chains
D. Aldous · 1982
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Eigenvalue bounds on convergence to stationarity for nonreversible markov chains, with an application to the exclusion process
A. Fill · 1991
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Improved bounds for mixing rates of markov chains and multicommodity flow
A. Sinclair · 1992
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The Markov chain Monte Carlo method: an approach to approximate counting and integration
M. Jerrum and A. Sinclair · 1996
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A chernoff bound for random walks on expander graphs
D. Gillman · 1997
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Large deviation bounds for markov chains
N. Kahale · 1997
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Chernoff-type bound for finite markov chains
P. Lezaud · 1998
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On testing expansion in bounded degree graphs
O. Goldreich and D. Ron · 2000
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Optimal hoeffding bounds for discrete reversible markov chains
C. A. Leon and F. Perron · 2004
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A randomness-efficient sampler for matrix valued functions and applications
A. Wigderson and D. Xiao · 2005
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Randomness efficient sampling within nc 1 {}^{\mbox{1}}
A. Healy · 2008
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Tail estimates for sums of variables sampled by a random walk
R. Wagner · 2008
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Improving random walk estimation accuracy with uniform restart
K. Avrachenkov, B. Ribeiro, and D. Towsley · 2010
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Measuring the mixing time of social graphs
A Mohaisen, A. Yun, and Y Kim · 2010
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Online algorithms for the multi-armed bandit problem with markovian rewards
C. Tekin and M. Liu · 2010
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An analysis of random-walk cuckoo hashing
A. Frieze, P. Melsted, and M. Mitzenmacher · 2011
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