Add to ORKGAbstract. In this paper, we develop bounds on the distribution function of the empirical mean for general ergodic Markov processes having a spectral gap. Our approach is based on the perturbation theory for linear operators, following the technique introduced by Gillman. Mathematics Subject Classification. 60F10
Abstract. We study weak convergence of empirical processes of dependent data (Xi)i≥0, indexed by cla...
Consider the partial sums {St} of a real-valued functional F(Φ(t)) of a Markov chain {Φ(0)} with val...
International audienceWe study weak convergence of empirical processes of dependent data $(X_i)_{i\g...
In this paper, we develop bounds on the distribution function of the empirical mean for general ergo...
Abstract. In this paper, we develop bounds on the distribution function of the empirical mean for ge...
International audienceApplying quantitative perturbation theory for linear operators, we prove nonas...
For Lp convergence rates of a time homogeneous Markov process, sufficient conditions are given in te...
AbstractWe introduce a certain kind of strong ergodicity condition to study the existence of spectra...
We develop explicit, general bounds for the probability that the normalized partial sums of a functi...
Consider an ergodic Markov operator M reversible with respect to a probability measure µ on a genera...
AbstractFor Lp convergence rates of a time homogeneous Markov process, sufficient conditions are giv...
communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time ...
C. Mattingly The aim of this note is to present an elementary proof of a variation of Harris’ ergodi...
We develop explicit, general bounds for the probability that the empirical sample averages of a func...
Abstract. This paper contributes to the development of empirical process theory for ergodic diffusio...
Abstract. We study weak convergence of empirical processes of dependent data (Xi)i≥0, indexed by cla...
Consider the partial sums {St} of a real-valued functional F(Φ(t)) of a Markov chain {Φ(0)} with val...
International audienceWe study weak convergence of empirical processes of dependent data $(X_i)_{i\g...
In this paper, we develop bounds on the distribution function of the empirical mean for general ergo...
Abstract. In this paper, we develop bounds on the distribution function of the empirical mean for ge...
International audienceApplying quantitative perturbation theory for linear operators, we prove nonas...
For Lp convergence rates of a time homogeneous Markov process, sufficient conditions are given in te...
AbstractWe introduce a certain kind of strong ergodicity condition to study the existence of spectra...
We develop explicit, general bounds for the probability that the normalized partial sums of a functi...
Consider an ergodic Markov operator M reversible with respect to a probability measure µ on a genera...
AbstractFor Lp convergence rates of a time homogeneous Markov process, sufficient conditions are giv...
communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time ...
C. Mattingly The aim of this note is to present an elementary proof of a variation of Harris’ ergodi...
We develop explicit, general bounds for the probability that the empirical sample averages of a func...
Abstract. This paper contributes to the development of empirical process theory for ergodic diffusio...
Abstract. We study weak convergence of empirical processes of dependent data (Xi)i≥0, indexed by cla...
Consider the partial sums {St} of a real-valued functional F(Φ(t)) of a Markov chain {Φ(0)} with val...
International audienceWe study weak convergence of empirical processes of dependent data $(X_i)_{i\g...