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Start Over Author "Arnaud Guillin" Journal esaim: probability & statistics
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1. deviation bounds for additive functionals of markov processes.

Author

Patrick Cattiaux and Arnaud Guillin

Subjects
*MATHEMATICAL formulas, *STOCHASTIC processes, *FUNCTIONAL analysis, *MARKOV processes
Abstract

In this paper we derive non asymptotic deviation bounds for [Formula: see text]P?(|[Formula: see text] where X is a ? stationary and ergodic Markov process and?V is some?? integrable function. These bounds are obtained under various moments assumptions for V, and various regularity assumptions for??. Regularity means here that?? may satisfy various functional inequalities (F-Sobolev, generalized Poincar? etc.). [ABSTRACT FROM AUTHOR]

Published
2008
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