Chernoff and Berry-Esséen inequalities for Markov processes

Lezaud, Pascal

ESAIM: Probability and Statistics, Tome 5 (2001), pp. 183-201

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.

Classification : 60F10
Keywords: Markov process, Chernoff bound, Berry-Esséen, eigenvalues, perturbation theory

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