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Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk
Niklas Dexheimer, Claudia Strauch and Lukas Trottner Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 58(4) (2022) https://doi.org/10.1214/21-AIHP1235
General Bernstein-Like Inequality for Additive Functionals of Markov Chains
New Bernstein and Hoeffding type inequalities
for regenerative Markov chains
Patrice Bertail and Gabriela Ciolek Latin American Journal of Probability and Mathematical Statistics 16(1) 259 (2019) https://doi.org/10.30757/ALEA.v16-09
Optimal Sensor Collaboration for Parameter Tracking Using Energy Harvesting Sensors
Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms