Chernoff and Berry–Esséen inequalities for Markov processes

DOI10.1051/PS:2001108zbMATH Open0998.60075OpenAlexW2164227042MaRDI QIDQ4534849FDOQ4534849

Pascal Lezaud

Publication date: 11 June 2002

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2001__5__183_0

zbMATH Keywords

eigenvaluesMarkov processperturbation theoryChernoff boundBerry-Esséen

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25)

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Cited In (27)

• Une variante de l'inégalité de Cheeger pour les chaînes de Markov finies
• Exact adaptive pointwise drift estimation for multidimensional ergodic diffusions
• Chernoff-type bound for finite Markov chains
• Title not available (Why is that?)
• Concentration of scalar ergodic diffusions and some statistical implications
• Adaptive invariant density estimation for ergodic diffusions over anisotropic classes
• Concentration inequalities for additive functionals: a martingale approach
• Self-improvement of the Bakry-Emery criterion for Poincaré inequalities and Wasserstein contraction using variable curvature bounds
• The Berry-Esseen bound for general Markov chains
• Exponential concentration inequalities for additive functionals of Markov chains
• Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap
• Transport-information inequalities for Markov chains
• General Bernstein-like inequality for additive functionals of Markov chains
• deviation bounds for additive functionals of markov processes
• Transportation-information inequalities for Markov processes
• Rejoinder: ``Gibbs sampling, exponential families and orthogonal polynomials
• Function-specific mixing times and concentration away from equilibrium
• Title not available (Why is that?)
• Discursive voter models on the supercritical scale-free network
• Random rigidity in the free group.
• A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature
• Convergence rates for rank-based models with applications to portfolio theory
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• Chernoff-Hoeffding bounds for Markov chains: generalized and simplified
• Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times
• Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities
• Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk

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