• Bernoulli
  • Volume 15, Number 2 (2009), 532-549.

A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature

Aldéric Joulin

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The purpose of this paper is to extend the investigation of Poisson-type deviation inequalities started by Joulin (Bernoulli 13 (2007) 782–798) to the empirical mean of positively curved Markov jump processes. In particular, our main result generalizes the tail estimates given by Lezaud (Ann. Appl. Probab. 8 (1998) 849–867, ESAIM Probab. Statist. 5 (2001) 183–201). An application to birth–death processes completes this work.

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Bernoulli, Volume 15, Number 2 (2009), 532-549.

First available in Project Euclid: 4 May 2009

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birth–death process deviation inequality empirical mean Markov jump process Wasserstein curvature


Joulin, Aldéric. A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature. Bernoulli 15 (2009), no. 2, 532--549. doi:10.3150/08-BEJ158.

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