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

Content Provider	Semantic Scholar
Author	Joulin, Aldéric
Copyright Year	2008
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.
File Format	PDF HTM / HTML
Alternate Webpage(s)	http://arxiv.org/pdf/0906.2280v1.pdf
Alternate Webpage(s)	http://www-gmm.insa-toulouse.fr/~ajoulin/publications/joulin_wasserstein.pdf
Language	English
Access Restriction	Open
Subject Keyword	APPL1 gene Bernoulli polynomials Cessation of life Estimated Markov chain Social inequality Tail call
Content Type	Text
Resource Type	Article