General Bernstein-like inequality for additive functionals of Markov chains (Q2042045)

Let \(Y = \left( {{Y_n},n \ge 1} \right)\) be a Markov chain with values in a measurable (countably generated) space. The chain \(Y\) is supposed to be \(\psi \)-irreducible and aperiodic and admitting a unique invariant probability measure. The paper gives consideration to tail inequalities \({P_x}\left( {\left| {\sum_{i = 0}^{n - 1} {f({Y_i})} } \right| > t} \right)\). Using the renewal approach, it establishes Bernstein-like inequalities for additive functionals of geometrically ergodic Markov chains.