  In this article, we establish Hoeffding's inequality for bounded Lipschitz
functions of a class of not necessarily irreducible Markov models. The result
complements the existing literature on this topic where Hoeffding's inequality
for bounded measurable functions of a class of irreducible Markov models has
been considered. Our approach is based on the assumption of uniform ergodicity
of the underlying Markov model in $L^1$-Wasserstein space.
