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General Bernstein-Like Inequality for Additive Functionals of Markov Chains |
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| Authors: | Lemańczyk Michał |
| Affiliation: | 1.Institute of Mathematics, University of Warsaw, Banacha 2, 02-097, Warsaw, Poland ; |
| Abstract: | Journal of Theoretical Probability - Using the renewal approach, we prove Bernstein-like inequalities for additive functionals of geometrically ergodic Markov chains, thus obtaining counterparts of... |
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