Orlicz Integrability of Additive Functionals of Harris Ergodic Markov Chains

DOI10.1007/978-3-319-40519-3_13zbMath1355.60095arXiv1201.3567OpenAlexW1535535460MaRDI QIDQ2954049

Witold Bednorz, Radosław Adamczak

Publication date: 11 January 2017

Published in: High Dimensional Probability VII (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.3567

zbMATH Keywords

Markov chainsOrlicz spacesadditive functionalslimit theoremstail inequalitiesYoung functions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Strong limit theorems (60F15) Local time and additive functionals (60J55) Renewal theory (60K05)

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