Deviation bounds for additive functionals of Markov process
| dc.creator | Cattiaux, Patrick | |
| dc.creator | Guillin, Arnaud | |
| dc.date | 2006-03-01 | |
| dc.date.accessioned | 2026-07-07T07:06:25Z | |
| dc.date.available | 2026-07-07T07:06:25Z | |
| dc.description | In this paper we derive non asymptotic deviation bounds for $$¶_ν(|\frac 1t \int_0^t V(X_s) ds - \int V dμ| \geq R)$$ where $X$ is a $μ$ stationary and ergodic Markov process and $V$ is some $μ$ integrable function. These bounds are obtained under various moments assumptions for $V$, and various regularity assumptions for $μ$. Regularity means here that $μ$ may satisfy various functional inequalities (F-Sobolev, generalized Poincaré etc...). | |
| dc.identifier | https://arxiv.org/abs/math/0603021 | |
| dc.identifier | http://arxiv.org/abs/math/0603021 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/110017 | |
| dc.subject | Probability | |
| dc.subject | 60F10;60J25 | |
| dc.title | Deviation bounds for additive functionals of Markov process | |
| dc.type | text |