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Inequalities for the moments of v-infinitely divisible laws and the characterization of probability distributions

✍ Scribed by I. A. Melamed

Publisher
Springer US
Year
1992
Tongue
English
Weight
686 KB
Volume
59
Category
Article
ISSN
1573-8795

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πŸ“œ SIMILAR VOLUMES

Moment and probability inequalities for
Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique
✍ S.J.M. ClΓ©menΓ§on πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 131 KB

We obtain Rosenthal-type inequalities and an estimate for large-deviation probabilities in the case of bounded additive functionals of a Markov chain under regularity assumptions via the Nummelin splitting technique.