On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains

DOI10.1137/s0040585x97t991519zbMath1529.60048OpenAlexW4388464845MaRDI QIDQ6069446

Aleksandr A. Borovkov

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

zbMATH Keywords

Poisson approximationexponential convergence rateasymptotically optimal solutionnumber of false alarmsMarkov chain with positive atom

Mathematics Subject Classification ID

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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