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 Classication. 60F10
We develop explicit, general bounds for the probability that the empirical sample averages of a func...
It is known that Dobrushin's ergodicity coefficient is one of the effective tools in the investigati...
Consider the partial sums {St} of a real-valued functional F(Φ(t)) of a Markov chain {Φ(0)} with val...
Abstract. In this paper, we develop bounds on the distribution function of the empirical mean for ge...
In this paper, we develop bounds on the distribution function of the empirical mean for general ergo...
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...
Consider an ergodic Markov operator M reversible with respect to a probability measure µ on a genera...
AbstractWe introduce a certain kind of strong ergodicity condition to study the existence of spectra...
C. Mattingly The aim of this note is to present an elementary proof of a variation of Harris’ ergodi...
Berry-Esseen type bound for the distribution function of a density estimator of kernel type is obtai...
AbstractFor Lp convergence rates of a time homogeneous Markov process, sufficient conditions are giv...
We develop explicit, general bounds for the probability that the normalized partial sums of a functi...
Abstract. This paper contributes to the development of empirical process theory for ergodic diffusio...
communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time ...
We develop explicit, general bounds for the probability that the empirical sample averages of a func...
It is known that Dobrushin's ergodicity coefficient is one of the effective tools in the investigati...
Consider the partial sums {St} of a real-valued functional F(Φ(t)) of a Markov chain {Φ(0)} with val...
Abstract. In this paper, we develop bounds on the distribution function of the empirical mean for ge...
In this paper, we develop bounds on the distribution function of the empirical mean for general ergo...
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...
Consider an ergodic Markov operator M reversible with respect to a probability measure µ on a genera...
AbstractWe introduce a certain kind of strong ergodicity condition to study the existence of spectra...
C. Mattingly The aim of this note is to present an elementary proof of a variation of Harris’ ergodi...
Berry-Esseen type bound for the distribution function of a density estimator of kernel type is obtai...
AbstractFor Lp convergence rates of a time homogeneous Markov process, sufficient conditions are giv...
We develop explicit, general bounds for the probability that the normalized partial sums of a functi...
Abstract. This paper contributes to the development of empirical process theory for ergodic diffusio...
communicated by I. Pinelis Abstract. For the distribution of a finite, homogeneous, continuous-time ...
We develop explicit, general bounds for the probability that the empirical sample averages of a func...
It is known that Dobrushin's ergodicity coefficient is one of the effective tools in the investigati...
Consider the partial sums {St} of a real-valued functional F(Φ(t)) of a Markov chain {Φ(0)} with val...