Publié le : 2001-07-05
Classification:
Exponential probability inequalities,
Moment inequalities,
Positive recurrent Markov chains,
Nummelin technique,
Regenerative method,
[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]
@article{hal-00111269,
author = {Cl\'emen\c con, St\'ephan},
title = {Moment and Probability Inequalities for Sums of Bounded Additive Functionals of Regular Markov Chains via the Nummelin Splitting Technique.},
journal = {HAL},
volume = {2001},
number = {0},
year = {2001},
language = {en},
url = {http://dml.mathdoc.fr/item/hal-00111269}
}
Clémençon, Stéphan. Moment and Probability Inequalities for Sums of Bounded Additive Functionals of Regular Markov Chains via the Nummelin Splitting Technique.. HAL, Tome 2001 (2001) no. 0, . http://gdmltest.u-ga.fr/item/hal-00111269/