Probability and moment inequalities for additive functionals of geometrically ergodic Markov chains
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Publication:6592137
DOI10.1007/S10959-024-01315-7MaRDI QIDQ6592137
E. Moulines, Alain Durmus, Alexey Naumov, S. P. Samsonov
Publication date: 24 August 2024
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Inequalities; stochastic orderings (60E15) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Numerical analysis or methods applied to Markov chains (65C40)
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