Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique

DOI10.1016/S0167-7152(00)00236-4zbMath1078.60508MaRDI QIDQ1612928

S. J. M. Clémençon

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Markov chain; Nummelin splitting technique; Exponential probability inequality; Moment inequality

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60J27: Continuous-time Markov processes on discrete state spaces

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Cites Work

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• Probability Inequalities for Sums of Independent Random Variables