Bounds for sums of random variables over a Markov chain

DOI10.1016/0304-4149(94)90067-1zbMATH Open0810.60066OpenAlexW2079216623MaRDI QIDQ1343582FDOQ1343582

Authors: N. Giesbrecht 

Publication date: 4 April 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90067-1

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zbMATH Keywords

characteristic functionsstochastic kerneltriangular arrays of random variablesspherical concentration functionssymmetrized distribution

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Central limit and other weak theorems (60F05)

Cites Work

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• On the concentration function of a sum of independent random variables
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• A method for the derivation of limit theorems for sums of m-dependent random variables
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Cited In (10)

• Sharp bounds for the tails of functionals of Markov chains
• A nonconventional local limit theorem
• Maximum asymptotic variance of sums of finite Markov chains
• The Berry-Esseen bound for general Markov chains
• Title not available (Why is that?)
• Title not available (Why is that?)
• Boundary-value problems for sums of random variables, defined on a countably valued Markov chain. I
• Title not available (Why is that?)
• Chernoff-Hoeffding bounds for Markov chains: generalized and simplified
• On resistance distance of Markov chain and its sum rules

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