A Bound for the Law of Large Numbers for Discrete Markov Processes

Katz, Melvin; Thomasian, A. J.

Ann. Math. Statist., Tome 32 (1961) no. 4, p. 336-337 / Harvested from Project Euclid

Résumé

An exponential bound is obtained for the law of large numbers for $S_n = \sum^n_{k=1} f(X_k)$ where $\{X_k: k = 1, 2, \cdots \}$ is a discrete parameter Markov process satisfying Doeblin's condition and $f$ is a bounded, real-valued, measurable function.

Publié le : 1961-03-14
Classification:

@article{1177705163,
     author = {Katz, Melvin and Thomasian, A. J.},
     title = {A Bound for the Law of Large Numbers for Discrete Markov Processes},
     journal = {Ann. Math. Statist.},
     volume = {32},
     number = {4},
     year = {1961},
     pages = { 336-337},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177705163}
}

Katz, Melvin; Thomasian, A. J. A Bound for the Law of Large Numbers for Discrete Markov Processes. Ann. Math. Statist., Tome 32 (1961) no. 4, pp.  336-337. http://gdmltest.u-ga.fr/item/1177705163/