# Chernoff and Berry–Esséen inequalities for Markov processes

ESAIM: Probability and Statistics (2010)

- 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 (2010): 183-201. <http://eudml.org/doc/197777>.

@article{Lezaud2010,

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; perturbation theory},

language = {eng},

month = {3},

pages = {183-201},

publisher = {EDP Sciences},

title = {Chernoff and Berry–Esséen inequalities for Markov processes},

url = {http://eudml.org/doc/197777},

volume = {5},

year = {2010},

}

TY - JOUR

AU - Lezaud, Pascal

TI - Chernoff and Berry–Esséen inequalities for Markov processes

JO - ESAIM: Probability and Statistics

DA - 2010/3//

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; perturbation theory

UR - http://eudml.org/doc/197777

ER -

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