Chernoff-type bound for finite Markov chains
Work
Year: 1998
Type: article
Abstract: This paper develops bounds on the distribution function of the empirical mean for irreducible finite-state Markov chains. One approach, explored by Gillman, reduces this problem to bounding the larges... more
Author Pascal Lezaud
Cites: 21
Cited by: 147
Related to: 10
FWCI: 1.812
Citation percentile (by year/subfield): 91.04
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze