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

DOI10.1016/S0167-7152(00)00236-4zbMath1078.60508MaRDI QIDQ1612928

S. J. M. Clémençon

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Markov chainNummelin splitting techniqueExponential probability inequalityMoment inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

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Cites Work

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• Markov chains and stochastic stability
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
• Probability Inequalities for the Sum of Independent Random Variables
• General Irreducible Markov Chains and Non-Negative Operators
• Probability Inequalities for Sums of Bounded Random Variables
• Probability Inequalities for Sums of Independent Random Variables

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