Displaying similar documents to “Hidden Markov model likelihoods and their derivatives behave like i.i.d. ones”

Bounds on regeneration times and limit theorems for subgeometric Markov chains

Randal Douc, Arnaud Guillin, Eric Moulines (2008)

Annales de l'I.H.P. Probabilités et statistiques

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This paper studies limit theorems for Markov chains with general state space under conditions which imply subgeometric ergodicity. We obtain a central limit theorem and moderate deviation principles for additive not necessarily bounded functional of the Markov chains under drift and minorization conditions which are weaker than the Foster–Lyapunov conditions. The regeneration-split chain method and a precise control of the modulated moment of the hitting time to small sets are employed...

On the discrepancy of Markov-normal sequences

M. B. Levin (1996)

Journal de théorie des nombres de Bordeaux

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We construct a Markov normal sequence with a discrepancy of O ( N - 1 / 2 log 2 N ) . The estimation of the discrepancy was previously known to be O ( e - c ( log N ) 1 / 2 ) .