General Bernstein-Like Inequality for Additive Functionals of Markov Chains
نویسندگان
چکیده
منابع مشابه
A Markov–Bernstein inequality for Gaussian networks
Let s ≥ 1 be an integer. A Gaussian network is a function on R of the form g(x) = ∑N k=1 ak exp(−‖x − xk‖ ). The minimal separation among the centers, defined by min1≤j 6=k≤N ‖xj − xk‖, is an important characteristic of the network that determines the stability of interpolation by Gaussian networks, the degree of approximation by such networks, etc. We prove that if g(x) = ∑N k=1 ak exp(−‖x − x...
متن کاملAn Invariance Principle for the Law of the Iterated Logarithm for Additive Functionals of Markov Chains
In this paper, we prove Strassen’s strong invariance principle for a vector-valued additive functionals of a Markov chain via the martingale argument and the theory of fractional coboundaries. The hypothesis is a moment bound on the resolvent.
متن کاملThe Law of the Iterated Logarithm for Additive Functionals of Markov Chains
In the paper, the law of the iterated logarithm for additive functionals of Markov chains is obtained under some weak conditions, which are weaker than the conditions of invariance principle of additive functionals of Markov chains in M. Maxwell and M. Woodroofe [7] (2000). The main technique is the martingale argument and the theory of fractional coboundaries.
متن کاملAn Almost Sure Invariance Principle for Additive Functionals of Markov Chains
We prove an invariance principle for a vector-valued additive functional of a Markov chain for almost every starting point with respect to an ergodic equilibrium distribution. The hypothesis is a moment bound on the resolvent.
متن کاملAn Almost Sure Invariance Principle for Additive Functionals of Markov Chains
In the paper, the law of the iterated logarithm for additive functionals of Markov chains is obtained under some weak conditions, which are weaker than the conditions of invariance principle of additive functionals of Markov chains in M. Maxwell and M. Woodroofe [7] (2000). The main technique is the martingale argument and the theory of fractional coboundaries.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2020
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-020-01006-z