Chernoff and Berry–Esséen inequalities for Markov processes
ESAIM: Probability and Statistics (2001)
- Volume: 5, page 183-201
- ISSN: 1292-8100
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topLezaud, Pascal. "Chernoff and Berry–Esséen inequalities for Markov processes." ESAIM: Probability and Statistics 5 (2001): 183-201. <http://eudml.org/doc/104272>.
@article{Lezaud2001,
abstract = {In this paper, we develop bounds on the distribution function of the empirical mean for general ergodic Markov processes having a spectral gap. Our approach is based on the perturbation theory for linear operators, following the technique introduced by Gillman.},
author = {Lezaud, Pascal},
journal = {ESAIM: Probability and Statistics},
keywords = {Markov process; Chernoff bound; Berry–Esséen; eigenvalues; perturbation theory; Berry-Esséen},
language = {eng},
pages = {183-201},
publisher = {EDP-Sciences},
title = {Chernoff and Berry–Esséen inequalities for Markov processes},
url = {http://eudml.org/doc/104272},
volume = {5},
year = {2001},
}
TY - JOUR
AU - Lezaud, Pascal
TI - Chernoff and Berry–Esséen inequalities for Markov processes
JO - ESAIM: Probability and Statistics
PY - 2001
PB - EDP-Sciences
VL - 5
SP - 183
EP - 201
AB - In this paper, we develop bounds on the distribution function of the empirical mean for general ergodic Markov processes having a spectral gap. Our approach is based on the perturbation theory for linear operators, following the technique introduced by Gillman.
LA - eng
KW - Markov process; Chernoff bound; Berry–Esséen; eigenvalues; perturbation theory; Berry-Esséen
UR - http://eudml.org/doc/104272
ER -
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