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Sharp Bounds for the Tails of Functionals of Markov Chains

✍ Scribed by Bertail, P.; Clémençon, S.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bounds for the Tails of Sharp-Cutoff Fil

✍ Logan, B. F. 📂 Article 📅 1988 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 384 KB

The Berry-Esseen theorem for functionals

✍ E. Bolthausen 📂 Article 📅 1980 🏛 Springer 🌐 English ⚖ 510 KB

Perturbation Bounds for the Stationary D

✍ Liu, Yuanyuan 📂 Article 📅 2012 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 237 KB

Chung's law for additive functionals of

✍ Xia Chen 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 111 KB

A lim inf law of the iterated logarithm is obtained for additive functionals of positive recurrent Markov chains under some minimum conditions.

On the exact simulation of functionals o

✍ Jean-Marc Vincent; Corine Marchand 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 410 KB

Bounds for the quasi-stationary distribu

✍ M. Kijima 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 470 KB