| Issue |
ESAIM: PS
Volume 5, 2001
|
|
|---|---|---|
| Page(s) | 183 - 201 | |
| DOI | https://doi.org/10.1051/ps:2001108 | |
| Published online | 15 August 2002 | |
Chernoff and Berry–Esséen inequalities for Markov processes
1
Centre d'Études de la Navigation Aérienne, 31055 Toulouse Cedex, France;
pascal.lezaud@cena.fr.
2
Université Paul Sabatier, 31055 Toulouse Cedex, France.
Received:
19
February
2001
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
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