On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains
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Publication:6069446
DOI10.1137/s0040585x97t991519zbMath1529.60048OpenAlexW4388464845MaRDI QIDQ6069446
Publication date: 14 November 2023
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97t991519
Poisson approximationexponential convergence rateasymptotically optimal solutionnumber of false alarmsMarkov chain with positive atom
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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