Abstract
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.
Citation
Aldéric Joulin. "A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature." Bernoulli 15 (2) 532 - 549, May 2009. https://doi.org/10.3150/08-BEJ158
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