deviation bounds for additive functionals of markov processes
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Deviation bounds for additive functionals of markov processes
Abstract: In this paper we derive non asymptotic deviation bounds for P_
u (|frac 1t int_0^t V(X_s) ds - int V dmu | geq R) where is a stationary and ergodic Markov process and is some integrable function. These bounds are obtained under various moments assumptions for , and various regularity assumptions for . Regularity means here that may satisfy various functional inequalities (F-Sobolev, generalized Poincar'e etc...).
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