Bounds for sums of random variables over a Markov chain

DOI10.1016/0304-4149(94)90067-1MaRDI QIDQ1343582zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Limit distributions of sums of random variables defined on a finite homogeneous Markov chain. II
• Large-deviation theorems for sums of random variables connected in a Markov chain. I
• Limit distributions of sums of random variables defined on a finite homogeneous Markov chain. I
• Some Estimates of the Concentration Function of Sums of m-Dependent and Markov-Dependent Random Variables
• Sharp bounds for the tails of functionals of Markov chains

Cites work

• scientific article; zbMATH DE number 3152029 (Why is no real title available?)
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• scientific article; zbMATH DE number 3944992 (Why is no real title available?)
• scientific article; zbMATH DE number 3505940 (Why is no real title available?)
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• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• scientific article; zbMATH DE number 3086336 (Why is no real title available?)
• A method for the derivation of limit theorems for sums of m-dependent random variables
• On the concentration function of a sum of independent random variables

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
• scientific article; zbMATH DE number 4098441 (Why is no real title available?)
• scientific article; zbMATH DE number 843968 (Why is no real title available?)
• Boundary-value problems for sums of random variables, defined on a countably valued Markov chain. I
• scientific article; zbMATH DE number 5018681 (Why is no real title available?)
• Chernoff-Hoeffding bounds for Markov chains: generalized and simplified
• On resistance distance of Markov chain and its sum rules

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