✦ LIBER ✦

Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique

✍ Scribed by S.J.M. Clémençon

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 131 KB
Volume: 55
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(00)00236-4

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✦ Synopsis

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.