Volume 5, 2001
|Page(s)||183 - 201|
|Published online||15 August 2002|
Chernoff and Berry–Esséen inequalities for Markov processes
Centre d'Études de la Navigation Aérienne, 31055 Toulouse Cedex, France;
2 Université Paul Sabatier, 31055 Toulouse Cedex, France.
Revised: 21 September 2001
Revised: 1 October 2001
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.
Mathematics Subject Classification: 60F10
Key words: Markov process / Chernoff bound / Berry–Esséen / eigenvalues / perturbation theory.
© EDP Sciences, SMAI, 2001
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.