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

S. J.M. Clémençon

doi:10.1016/S0167-7152(00)00236-4

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

S. J.M. Clémençon

Université Paris-Nanterre

Research output: Contribution to journal › Article › peer-review

20 Citations (Scopus)

Abstract

We obtain Rosenthal-type inequalities and an estimate for large-deviation probabilities in the case of bounded additive functionals of a Markov chain under regularity assumptions via the Nummelin splitting technique.

Original language	English
Pages (from-to)	227-238
Number of pages	12
Journal	Statistics and Probability Letters
Volume	55
Issue number	3
DOIs	https://doi.org/10.1016/S0167-7152(00)00236-4
Publication status	Published - 1 Dec 2001
Externally published	Yes

Keywords

60J10
60J27
62M05
Exponential probability inequality
Markov chain
Moment inequality
Nummelin splitting technique

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10.1016/S0167-7152(00)00236-4

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

abstract = "We obtain Rosenthal-type inequalities and an estimate for large-deviation probabilities in the case of bounded additive functionals of a Markov chain under regularity assumptions via the Nummelin splitting technique.",

keywords = "60J10, 60J27, 62M05, Exponential probability inequality, Markov chain, Moment inequality, Nummelin splitting technique",

author = "Cl{\'e}men{\c c}on, \{S. J.M.\}",

year = "2001",

month = dec,

day = "1",

doi = "10.1016/S0167-7152(00)00236-4",

language = "English",

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pages = "227--238",

journal = "Statistics and Probability Letters",

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publisher = "Elsevier B.V.",

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TY - JOUR

T1 - Moment and probability inequalities for sums of bounded additive functionals of regular Markov chains via the Nummelin splitting technique

AU - Clémençon, S. J.M.

PY - 2001/12/1

Y1 - 2001/12/1

N2 - We obtain Rosenthal-type inequalities and an estimate for large-deviation probabilities in the case of bounded additive functionals of a Markov chain under regularity assumptions via the Nummelin splitting technique.

AB - We obtain Rosenthal-type inequalities and an estimate for large-deviation probabilities in the case of bounded additive functionals of a Markov chain under regularity assumptions via the Nummelin splitting technique.

KW - 60J10

KW - 60J27

KW - 62M05

KW - Exponential probability inequality

KW - Markov chain

KW - Moment inequality

KW - Nummelin splitting technique

U2 - 10.1016/S0167-7152(00)00236-4

DO - 10.1016/S0167-7152(00)00236-4

M3 - Article

AN - SCOPUS:18044400209

SN - 0167-7152

VL - 55

SP - 227

EP - 238

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 3

ER -

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

Abstract

Keywords

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