Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique
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.
Volume (Year): 55 (2001)
Issue (Month): 3 (December)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:55:y:2001:i:3:p:227-238. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.