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On the limit laws of the second order for additive functionals of Harris recurrent Markov chains

✍ Scribed by Xia Chen


Publisher
Springer
Year
2000
Tongue
English
Weight
193 KB
Volume
116
Category
Article
ISSN
1432-2064

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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.