Deviation bounds for additive functionals of Markov processes

dc.contributor.author	Cattiaux, Patrick HAL ID: 21560
dc.contributor.author	Guillin, Arnaud HAL ID: 5334
dc.date.accessioned	2010-02-15T11:45:27Z
dc.date.available	2010-02-15T11:45:27Z
dc.date.issued	2008
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/3459
dc.language.iso	en	en
dc.subject	additive functionals	en
dc.subject	functional inequalities	en
dc.subject	Deviation inequalities	en
dc.subject.ddc	519	en
dc.title	Deviation bounds for additive functionals of Markov processes	en
dc.type	Article accepté pour publication ou publié
dc.description.abstracten	In this paper we derive non asymptotic deviation bounds for $$\P_\nu (\|\frac 1t \int_0^t V(X_s) ds - \int V d\mu \| \geq R)$$ where $X$ is a $\mu$ stationary and ergodic Markov process and $V$ is some $\mu$ integrable function. These bounds are obtained under various moments assumptions for $V$, and various regularity assumptions for $\mu$. Regularity means here that $\mu$ may satisfy various functional inequalities (F-Sobolev, generalized Poincar\'e etc...).	en
dc.relation.isversionofjnlname	ESAIM. Probability and Statistics
dc.relation.isversionofjnlvol	12	en
dc.relation.isversionofjnldate	2008
dc.relation.isversionofjnlpages	12-29	en
dc.relation.isversionofdoi	http://dx.doi.org/10.1051/ps:2007032	en
dc.identifier.urlsite	http://hal.archives-ouvertes.fr/hal-00020035/en/	en
dc.description.sponsorshipprivate	oui	en
dc.relation.isversionofjnlpublisher	EDP Sciences	en
dc.subject.ddclabel	Probabilités et mathématiques appliquées	en

Files in this item

Files	Size	Format	View
There are no files associated with this item.