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

  • Published:2001-12 Issue:3 Volume:55 Page:227-238
  • ISSN:0167-7152
  • Container-title:Statistics & Probability Letters
  • language:en
  • Short-container-title:Statistics & Probability Letters

Author:

Clémençon S.J.M.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference8 articles.

1. Probability inequalities for sums of independent random variables;Bennett;J. Amer. Statist. Assoc.,1962

2. Probability inequalities for sums of independent random variables;Fuk;Theory Probab. Appl.,1971

3. Martingale Limit Theory and its Application;Hall,1980

4. Probability inequalities for sums of bounded random variables;Hoeffding;J. Amer. Statist. Assoc.,1963

5. Markov Chains and Stochastic Stability;Meyn,1996

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