Polynomial deviation bounds for recurrent Harris processes having general state space

DOI10.1051/ps/2011156zbMath1296.60199arXiv1103.5610OpenAlexW2099153780MaRDI QIDQ5408467

Dasha Loukianova, Eva Löcherbach

Publication date: 10 April 2014

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.5610

zbMATH Keywords

continuous time Markov processespolynomial ergodicitydrift conditionHarris recurrenceNummelin splittingmodulated momentpolynomial deviation bounds

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on general state spaces (60J25) Large deviations (60F10) Transition functions, generators and resolvents (60J35)

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