Add to ORKGWe obtain Rosenthal-type inequalities and an estimate for large-deviation probabilities in the case of bounded additive functionals of a Markov chain under regularity assumptions via the Nummelin splitting technique.Markov chain Moment inequality Exponential probability inequality Nummelin splitting technique
Accepted for publication in Annals of Probability. Published on line. 37 pagesInternational audience...
Abstract. We provide precise bounds for tail probabilities, say P{Mn x}, of sums Mn of bounded i.i....
International audienceWe introduce a sequence of stopping times that allow to study an analogue of a...
In this paper we derive non asymptotic deviation bounds for $$\P_\nu (|\frac 1t \int_0^t V(X_s) ds -...
Using the renewal approach we prove exponential inequalities for additive functionals and empirical ...
AbstractIn this paper we prove, mainly, three probabilistic inequalities with which we can control t...
AbstractThis paper presents some generalizations of S. N. Bernstein's exponential bounds on probabil...
This paper is devoted to establishing sharp bounds for deviation probabilities of partial sums 1f(Xi...
AbstractLet (Xn)n⩾0 be a Harris ergodic Markov chain and f be a real function on its state space. Co...
We develop explicit, general bounds for the probability that the normalized partial sums of a functi...
Let (Xn)n≥0 be a Harris ergodic Markov chain and f be a real function on its state space. Consider t...
The doctoral dissertation deals with additive functions defined on combinatorial structures. The pro...
Abstract Some ~nequallties for moments of partial sums of a B-valued strong mixing field are establi...
National audienceWe prove a self-normalized large deviation principle for sums of Banach space value...
We use Nummelin splitting in continuous time in order to prove laws of iterated logarithm for additi...
Accepted for publication in Annals of Probability. Published on line. 37 pagesInternational audience...
Abstract. We provide precise bounds for tail probabilities, say P{Mn x}, of sums Mn of bounded i.i....
International audienceWe introduce a sequence of stopping times that allow to study an analogue of a...
In this paper we derive non asymptotic deviation bounds for $$\P_\nu (|\frac 1t \int_0^t V(X_s) ds -...
Using the renewal approach we prove exponential inequalities for additive functionals and empirical ...
AbstractIn this paper we prove, mainly, three probabilistic inequalities with which we can control t...
AbstractThis paper presents some generalizations of S. N. Bernstein's exponential bounds on probabil...
This paper is devoted to establishing sharp bounds for deviation probabilities of partial sums 1f(Xi...
AbstractLet (Xn)n⩾0 be a Harris ergodic Markov chain and f be a real function on its state space. Co...
We develop explicit, general bounds for the probability that the normalized partial sums of a functi...
Let (Xn)n≥0 be a Harris ergodic Markov chain and f be a real function on its state space. Consider t...
The doctoral dissertation deals with additive functions defined on combinatorial structures. The pro...
Abstract Some ~nequallties for moments of partial sums of a B-valued strong mixing field are establi...
National audienceWe prove a self-normalized large deviation principle for sums of Banach space value...
We use Nummelin splitting in continuous time in order to prove laws of iterated logarithm for additi...
Accepted for publication in Annals of Probability. Published on line. 37 pagesInternational audience...
Abstract. We provide precise bounds for tail probabilities, say P{Mn x}, of sums Mn of bounded i.i....
International audienceWe introduce a sequence of stopping times that allow to study an analogue of a...