Large and moderate deviations for bounded functions of slowly mixing Markov chains
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Publication:4598559
DOI10.1142/S021949371850017XzbMath1386.60072arXiv1607.06224MaRDI QIDQ4598559
Florence Merlevède, Sébastien Gouëzel, Jérôme Dedecker
Publication date: 21 December 2017
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.06224
Inequalities; stochastic orderings (60E15) Discrete-time Markov processes on general state spaces (60J05) Ergodicity, mixing, rates of mixing (37A25)
Related Items (5)
The work of Sébastien Gouëzel on limit theorems and on weighted Banach spaces ⋮ Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations ⋮ Testing Kendall's τ for a large class of dependent sequences ⋮ Gaussian linear model selection in a dependent context ⋮ Loss of memory and moment bounds for nonstationary intermittent dynamical systems
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