An Exponential Bound for Functions of a Markov Chain

DOI10.1214/AOMS/1177705910MaRDI QIDQ5730544zbMATH OpenOpenAlexFDO

Authors Melvin Louis Katz, Jr., Aram John Thomasian

Publication date 1960

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177705910

zbMATH Keywords

probability theory

Cited in

(6)

• Exponential bounds for the probability of wrong determination of the order of a Markov chain by using the EDC criterion
• Recurrence of sums of multiple Markov sequences
• A Charlier-Parseval approach to Poisson approximation and its applications
• Stationary fluctuations for the facilitated exclusion process
• Moderate deviations for the facilitated exclusion process in equilibrium
• A new approach to Poisson approximation of simple point processes using compensators

This page was built for publication: An Exponential Bound for Functions of a Markov Chain

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5730544)