Chernoff and Berry-Esséen inequalities for Markov Processes
Lezaud, Pascal
HAL, hal-00940906 / Harvested from HAL
Text on HAL
In this paper, we develop bounds on the distribution function of the empirical mean for general ergodic Markov processes having a spectral gap. Our approach is based on the perturbation theory for linear operators, following the technique introduced by Gillman.
Publié le : 2001-12-04
Classification:  Markov process,  Chernoff bound,  Berry-Esséen,  eigenvalues,  perturbation theory,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00940906,
     author = {Lezaud, Pascal},
     title = {Chernoff and Berry-Ess\'een inequalities for Markov Processes},
     journal = {HAL},
     volume = {2001},
     number = {0},
     year = {2001},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00940906}
}

Lezaud, Pascal. Chernoff and Berry-Esséen inequalities for Markov Processes. HAL, Tome 2001 (2001) no. 0, . http://gdmltest.u-ga.fr/item/hal-00940906/