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.
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Volume (Year): 55 (2001)
Issue (Month): 3 (December)
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